Advanced financial risk management
Subtitle: tools and techniques for integrated credit risk and interest rate risk management
By: Donald R. van Deventer, Kenji Imai, Mark Mesler.
Contributors: Imai, Kenji, 1963-; Mesler, Mark.
Publisher: John Wiley & Sons
Published: 2005
Place of publication: Singapore
Language: eng
Number of pages: 668
Subjects: Asset-liability management; Credit -- Management; Interest rate risk -- Management; Risk management
Notes: Includes bibliographical references (p. 661-666) and index.