| ISBN： | 9781118175453 (cloth) |
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| ISBN： | 9781118226520 (ebk) |
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| ISBN： | 9781118231647 (ebk) |
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| ISBN： | 9781118264737 (ebk) |
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| 编目源： | DLC DLC SHCD |
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| 语种代码： | eng |
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| 个人名称： | Allen, Steven,1945- |
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| 题名： | Financial risk management : a practitioner's guide to managing market and credit risk / Steven Allen. |
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| 版本说明： | 2nd ed. |
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| 出版发行项： | Hoboken, N.J. : WILEY, c2013. |
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| 载体形态： | xxvii, 579 p. ; 24 cm. |
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| 书目附注： | Includes bibliographical references (p. 533-545) and index. |
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| 格式化内容附注： | 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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