1 option
Advanced financial risk management : tools and techniques for integrated credit risk and interest rate risk management / Donald R. van Deventer, Kenji Imai, Mark Mesler.
- Format:
- Book
- Author/Creator:
- Deventer, Donald R. van.
- Series:
- Wiley finance series.
- Wiley finance series
- Language:
- English
- Subjects (All):
- Asset-liability management.
- Credit--Management.
- Credit.
- Interest rate risk--Management.
- Interest rate risk.
- Financial risk management.
- Physical Description:
- 1 online resource (876 p.)
- Edition:
- 2nd ed.
- Place of Publication:
- Singapore : Wiley, 2013.
- Language Note:
- English
- Summary:
- Practical tools and advice for managing financial risk, updated for a post-crisis world Advanced Financial Risk Management bridges the gap between the idealized assumptions used for risk valuation and the realities that must be reflected in management actions. It explains, in detailed yet easy-to-understand terms, the analytics of these issues from A to Z, and lays out a comprehensive strategy for risk management measurement, objectives, and hedging techniques that apply to all types of institutions. Written by experienced risk managers, the book covers everything from the
- Contents:
- pt. 1. Risk management : definitions and objectives
- pt. 2. Risk management techniques for interest rate analytics
- pt. 3. Risk management techniques for credit risk analytics
- pt. 4. Risk management applications : instrument by instrument
- pt. 5. Portfolio strategy and risk management.
- Notes:
- Description based upon print version of record.
- Includes bibliographical references and index.
- ISBN:
- 1-118-59721-4
- 1-118-27857-7
- 1-299-18976-8
- OCLC:
- 828303619
The Penn Libraries is committed to describing library materials using current, accurate, and responsible language. If you discover outdated or inaccurate language, please fill out this feedback form to report it and suggest alternative language.