Financial risk management a practitioner's guide to managing market and credit risk /
保存先:
| 第一著者: | |
|---|---|
| 団体著者: | |
| フォーマット: | 電子媒体 eBook |
| 言語: | 英語 |
| 出版事項: |
Hoboken, N.J. :
Wiley,
2013.
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| 版: | 2nd ed. |
| シリーズ: | Wiley finance series.
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| 主題: | |
| オンライン･アクセス: | An electronic book accessible through the World Wide Web; click to view |
| タグ: |
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目次:
- 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.