Financial risk management a practitioner's guide to managing market and credit risk /
| Main Author: | |
|---|---|
| Corporate Author: | |
| Format: | Book |
| Language: | English |
| Published: |
Hoboken, N.J. :
Wiley,
2013.
|
| Edition: | 2nd ed. |
| Series: | Wiley finance
|
| Subjects: | |
| Online Access: | http://site.ebrary.com/lib/ucy/Doc?id=10641865 |
Table of Contents:
- 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.