Financial risk management a practitioner's guide to managing market and credit risk /
Salvato in:
Autore principale: | |
---|---|
Ente Autore: | |
Natura: | Elettronico eBook |
Lingua: | inglese |
Pubblicazione: |
Hoboken, N.J. :
Wiley,
2013.
|
Edizione: | 2nd ed. |
Serie: | Wiley finance series.
|
Soggetti: | |
Accesso online: | An electronic book accessible through the World Wide Web; click to view |
Tags: |
Aggiungi Tag
Nessun Tag, puoi essere il primo ad aggiungerne!!
|
Sommario:
- 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.