Advanced financial risk management tools and techniques for integrated credit risk and interest rate risk management / [electronic resource] :
Donald R. van Deventer, Kenji Imai, Mark Mesler.
- 2nd ed.
- Singapore : Wiley, 2013.
- xxxiv, 839 p.
- Wiley finance series .
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.