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Allen, Steven, 1945-

Financial risk management a practitioner's guide to managing market and credit risk / [electronic resource] : Steven Allen. - 2nd ed. - Hoboken, N.J. : Wiley, 2013. - xxvii, 579 p. : ill. - Wiley finance . - Wiley finance series. .

"+ website"--Cover.

Includes bibliographical references and index. 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.


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

ISBN:

LCCN:

Subjects--Topical Terms:
Financial risk management.
Finance.

Index Terms--Genre/Form:
Electronic books.

LC Class. No.: HD61 / .A43 2012eb HG4521 / .A45 2013eb

Dewey Class. No.: 658.15/5