Financial risk management : a practitioner's guide to managing market and credit risk + website /
By: Allen, Steven
Material type:
BookPublisher: Hoboken, N.J. : WILEY, c2013.Edition: 2nd ed.Description: xxvii, 579 p. ; 24 cm.ISBN: 9781118175453 (cloth)Subject(s): Financial risk management | FinanceDDC classification: 658.15/5
| Item type | Home library | Call number | Status | Date due | Barcode | Item holds |
|---|---|---|---|---|---|---|
| REGULAR | University of Wollongong in Dubai Main Collection | 658.155 AL FI (Browse shelf) | Available | T0047745 |
Total holds: 0
, Shelving location: Main Collection Close shelf browser
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.