Financial risk analytics
Subtitle: a term structure model approach for banking, insurance and investment management
By: Donald R. van Deventer and Kenji Imai.
Contributors: Imai, Kenji, 1963-
Publisher: Irwin Professional Publ.
Published: 1997
Place of publication: Chicago, Ill
Language: eng
Number of pages: 396
Subjects: Asset-liability management.; Risk management.
Notes: Includes bibliographical references and index.