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