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Record Nr. |
UNINA9910138853503321 |
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Autore |
Deventer Donald R. van |
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Titolo |
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 |
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Pubbl/distr/stampa |
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ISBN |
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1-118-59721-4 |
1-118-27857-7 |
1-299-18976-8 |
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Edizione |
[2nd ed.] |
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Descrizione fisica |
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1 online resource (876 p.) |
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Collana |
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Altri autori (Persone) |
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Disciplina |
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Soggetti |
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Gestió del risc |
Risc de crèdit |
Gestió d'actius i passius |
Asset-liability management |
Credit - Management |
Interest rate risk - Management |
Financial risk management |
Llibres electrònics |
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Lingua di pubblicazione |
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Formato |
Materiale a stampa |
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Livello bibliografico |
Monografia |
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Note generali |
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Description based upon print version of record. |
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Nota di bibliografia |
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Includes bibliographical references and index. |
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Nota di contenuto |
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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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Sommario/riassunto |
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Practical tools and advice for managing financial risk, updated for a post-crisis world Advanced Financial Risk Management bridges the gap between the idealized assumptions used for risk valuation and the realities that must be reflected in management actions. It explains, in detailed yet easy-to-understand terms, the analytics of these issues from A to Z, and lays out a comprehensive strategy for risk |
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