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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. - Wiley finance series . - Wiley finance series. .

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.

This book offers an insider's view of this discipline and covers the strategies, principles, and measurement techniques necessary to manage and measure financial risk.



ISBN: 9781119203209 1119203201

Source: CL0500000270 Safari Books Online

LCCN: 2012029614

Subjects--Topical Terms:
Financial risk management.
Finance.
BUSINESS & ECONOMICS--Insurance--Risk Assessment & Management.
Finance.
Financial risk management.

Index Terms--Genre/Form:
Electronic books.

LC Class. No.: HD61

Dewey Class. No.: 658.15/5