Advanced financial risk management [electronic resource] : tools and techniques for integrated credit risk and interest rate risk management / Donald R. van Deventer, Kenji Imai, Mark Mesler.

By: Contributor(s): Material type: TextTextSeries: Wiley finance seriesPublication details: Singapore : Wiley, 2013.Edition: 2nd edDescription: xxxiv, 839 pSubject(s): Genre/Form: LOC classification:
  • HG1615.25 .D48 2013eb
Online resources:
Contents:
pt. 1. Risk management : definitions and objectives -- pt. 2. Risk management techniques for interest rate analytics -- pt. 3. Risk management techniques for credit risk analytics -- pt. 4. Risk management applications : instrument by instrument -- pt. 5. Portfolio strategy and risk management.
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Includes bibliographical references and index.

pt. 1. Risk management : definitions and objectives -- pt. 2. Risk management techniques for interest rate analytics -- pt. 3. Risk management techniques for credit risk analytics -- pt. 4. Risk management applications : instrument by instrument -- pt. 5. Portfolio strategy and risk management.

Electronic reproduction. Palo Alto, Calif. : ebrary, 2013. Available via World Wide Web. Access may be limited to ebrary affiliated libraries.

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