Allen, Steven, 1945-
Financial risk management a practitioner's guide to managing market and credit risk + website / [electronic resource] :
Steven Allen.
- 2nd ed.
- Hoboken, N.J. : John Wiley & Sons, 2012.
- 1 online resource.579P
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.
9781118231647 (epub) 9781118226520 (pdf) 9781118264737 (mobi)
2012029614
Financial risk management.
Finance.
HD61
658.15/5