Financial risk management : a practitioner's guide to managing market and credit risk / Steven Allen.

Format:

Book

Author/Creator:

Allen, Steven, 1945-

Series:

Wiley finance series.

Wiley finance

Language:

English

Subjects (All):

Financial risk management.

Finance.

Physical Description:

1 online resource (609 p.)

Edition:

2nd ed.

Place of Publication:

Hoboken, N.J. : Wiley, 2013.

Language Note:

English

System Details:

text file

Summary:

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 techniques necessary to manage and measure financial risk. Fully revised to reflect today's dynamic environment and the lessons to be learned from the 2008 global financial crisis, this reliable resource provides a comprehensive overview of the entire field of risk management. Al

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.

Notes:

"+ website"--Cover.

Includes bibliographical references and index.

ISBN:

9781119203209

1119203201

9781283927734

128392773X

9781118226520

1118226526

OCLC:

823390329