Financial risk management : a practitioner's guide to managing market and credit risk + website /

This book offers an insider's view of this discipline and covers the strategies, principles, and measurement techniques necessary to manage and measure financial risk.

Detalles Bibliográficos
Clasificación:Libro Electrónico
Autor principal: Allen, Steven, 1945-
Formato: Electrónico eBook
Idioma:Inglés
Publicado: Hoboken, N.J. : John Wiley & Sons, 2012.
Edición:2nd ed.
Temas:
Financial risk management.
Finance.
Finances > Gestion du risque.
Finances.
finance.
BUSINESS & ECONOMICS > Industrial Management.
BUSINESS & ECONOMICS > Management.
BUSINESS & ECONOMICS > Management Science.
BUSINESS & ECONOMICS > Organizational Behavior.
Finance
Financial risk management
Acceso en línea:Texto completo (Requiere registro previo con correo institucional)
Tabla de Contenidos:
  • Foreword
  • Preface
  • Acknowledgments
  • Introduction
  • Institutional background
  • Operational risk
  • Financial disasters
  • The systemic disaster of 2007-2008
  • Managing financial risk
  • Var and stress testing
  • Model risk
  • Managing spot risk
  • Managing forward risk
  • Managing vanilla options risk
  • Managing exotic options risk
  • Credit risk
  • Counterparty credit risk
  • Bibliography
  • About the companion website
  • Index.

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