Financial Risk Management : a Practitioner's Guide to Managing Market and Credit Risk.

A top risk management practitioner addresses the essential aspects of modern financial risk management In the Second Edition of Financial Risk Management + Website, market risk expert Steve Allen offers an insider's view of this discipline and covers the strategies, principles, and measurement...

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Bibliographic Details
Call Number:Libro Electrónico
Main Author: Allen, Steve L.
Format: Electronic eBook
Language:Inglés
Published: New York : Wiley, 2012.
Edition:2nd ed.
Subjects:
Financial risk management.
Finance.
Finances > Gestion du risque.
Finances.
finance.
Finance
Financial risk management
Online Access:Texto completo
Table of Contents:
  • 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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