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.
By: Deventer, Donald R. van.
Contributor(s): Imai, Kenji | Mesler, Mark | ebrary, Inc.
Material type:
BookSeries: Wiley finance series. Publisher: Singapore : Wiley, 2013Edition: 2nd ed.Description: xxxiv, 839 p.Subject(s): Asset-liability management | Credit -- Management | Interest rate risk -- Management | Financial risk managementGenre/Form: Electronic books.Online resources: An electronic book accessible through the World Wide Web; click to view | Item type | Current location | Collection | Call number | URL | Copy number | Status | Date due | Item holds |
|---|---|---|---|---|---|---|---|---|
E-book
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IUKL Library | Subscripti | http://site.ebrary.com/lib/kliuc/Doc?id=10658408 | 1 | Available |
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.
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