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