Financial risk management a practitioner's guide to managing market and credit risk + website / Steven Allen.

Author/creator Allen, Steven, 1945-
Format Electronic
Edition2nd ed.
Publication InfoHoboken, N.J. : John Wiley & Sons,
Description1 online resource.
Supplemental ContentFull text available from Ebook Central - Academic Complete
Subjects
Financial risk management.
Finance.

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.
Bibliography noteIncludes bibliographical references and index.
Access restrictionAvailable only to authorized users.
Technical detailsMode of access: World Wide Web
Source of descriptionDescription based on print version record and CIP data provided by publisher.
Issued in other formPrint version: Allen, Steven, 1945- Financial risk management 2nd ed. Hoboken, N.J. : WILEY, 2012 9781118175453 (cloth)
Genre/formElectronic books.
LCCN 2012029614
ISBN9781118231647 (epub)
ISBN9781118226520 (pdf)
ISBN9781118264737 (mobi)