Financial risk management a practitioner's guide to managing market and credit risk /
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| Hlavní autor: | |
|---|---|
| Korporativní autor: | |
| Médium: | Elektronický zdroj E-kniha |
| Jazyk: | angličtina |
| Vydáno: |
Hoboken, N.J. :
Wiley,
2013.
|
| Vydání: | 2nd ed. |
| Edice: | Wiley finance series.
|
| Témata: | |
| On-line přístup: | An electronic book accessible through the World Wide Web; click to view |
| Tagy: |
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|
Obsah:
- 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.