Financial risk management
Subtitle: a practitioner's guide to managing market and credit risk + website
By: Steven Allen
Edition: 2nd ed.
Publisher: WILEY
Published: 2012
Place of publication: Hoboken, N.J
Language: eng
ISBN-13: 9781118175453
Subjects: Finance; Financial risk management
Notes: Includes bibliographical references and index.
Table of contents: title: Foreword; title: Preface; title: Acknowledgments; title: Introduction; title: Institutional background; title: Operational risk; title: Financial disasters; title: The systemic disaster of 2007-2008; title: Managing financial risk; title: Var and stress testing; title: Model risk; title: Managing spot risk; title: Managing forward risk; title: Managing vanilla options risk; title: Managing exotic options risk; title: Credit risk; title: Counterparty credit risk; title: Bibliography; title: About the companion website; title: Index.