Deventer, Donald R. van.
Advanced financial risk management tools and techniques for integrated credit risk and interest rate risk management / [electronic resource] : Donald R. van Deventer, Kenji Imai, Mark Mesler. - 2nd ed. - Singapore : Wiley, 2013. - xxxiv, 839 p. - Wiley finance series .
Includes bibliographical references and index.
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.
Electronic reproduction.
Palo Alto, Calif. :
ebrary,
2013.
Available via World Wide Web.
Access may be limited to ebrary affiliated libraries.
Asset-liability management.
Credit--Management.
Interest rate risk--Management.
Financial risk management.
Electronic books.
HG1615.25 / .D48 2013eb
Advanced financial risk management tools and techniques for integrated credit risk and interest rate risk management / [electronic resource] : Donald R. van Deventer, Kenji Imai, Mark Mesler. - 2nd ed. - Singapore : Wiley, 2013. - xxxiv, 839 p. - Wiley finance series .
Includes bibliographical references and index.
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.
Electronic reproduction.
Palo Alto, Calif. :
ebrary,
2013.
Available via World Wide Web.
Access may be limited to ebrary affiliated libraries.
Asset-liability management.
Credit--Management.
Interest rate risk--Management.
Financial risk management.
Electronic books.
HG1615.25 / .D48 2013eb