Allen, Steven, 1945-
Financial risk management : a practitioner's guide to managing market and credit risk + website / Steven Allen. - 2nd ed. - Hoboken, N.J. : WILEY, c2013. - xxvii, 579 p. ; 24 cm.
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.
9781118175453 (cloth)
2012026720
Financial risk management.
Finance.
HD61 / .A43 2012
658.15/5
Financial risk management : a practitioner's guide to managing market and credit risk + website / Steven Allen. - 2nd ed. - Hoboken, N.J. : WILEY, c2013. - xxvii, 579 p. ; 24 cm.
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.
9781118175453 (cloth)
2012026720
Financial risk management.
Finance.
HD61 / .A43 2012
658.15/5