Amazon cover image
Image from Amazon.com

Financial risk management [electronic resource] : a practitioner's guide to managing market and credit risk + website / Steven Allen.

By: Material type: TextTextSeries: Wiley finance seriesPublication details: Hoboken, N.J. : John Wiley & Sons, 2012.Edition: 2nd edDescription: 1 online resourceContent type:
  • text
Media type:
  • computer
Carrier type:
  • online resource
ISBN:
  • 9781119203209
  • 1119203201
Subject(s): Genre/Form: Additional physical formats: Print version:: Financial risk management.DDC classification:
  • 658.15/5 23
LOC classification:
  • HD61
Online resources:
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.
Summary: 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.
Tags from this library: No tags from this library for this title. Log in to add tags.
No physical items for this record

Includes bibliographical references and index.

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.

Print version record and CIP data provided by publisher.

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.

Finance