Financial risk management [electronic resource] : a practitioner's guide to managing market and credit risk / Steven Allen.

By: Allen, Steven, 1945-Contributor(s): ProQuest (Firm)Material type: TextTextSeries: Wiley finance seriesPublication details: Hoboken, N.J. : Wiley, 2013Edition: 2nd edDescription: xxvii, 579 p. : illISBN: 9781118226520 (electronic bk.)Subject(s): Financial risk management | FinanceGenre/Form: Electronic books.DDC classification: 658.15/5 LOC classification: HD61 | .A43 2012HG4521 | .A45 2013Online resources: Click to View
Contents:
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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"+ website"--Cover.

Includes bibliographical references and index.

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.

Electronic reproduction. Ann Arbor, MI : ProQuest, 2015. Available via World Wide Web. Access may be limited to ProQuest affiliated libraries.

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