Financial risk management [electronic resource] : a practitioner's guide to managing market and credit risk + website /
by Allen, Steven.
Material type:
BookSeries: Wiley finance series: Publisher: Hoboken, N.J. : John Wiley & Sons, 2012Edition: 2nd ed.Description: 1 online resource.ISBN: 9781119203209; 1119203201.Subject(s): Financial risk management | Finance | BUSINESS & ECONOMICS -- Insurance -- Risk Assessment & Management | Finance | Financial risk management | Electronic booksOnline resources: Wiley Online Library
Contents:
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.
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.
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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.
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