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Allen, Steve L.

Financial Risk Management: A Practitioner's Guide to Managing Market and Credit Risk

Allen, Steve L. - Financial Risk Management: A Practitioner's Guide to Managing Market and Credit Risk, e-bok


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ISBN: 9781118231647

Skriva ut182 sidor with an additional page accrued var 4 timme, capped at 182 sidor
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A top risk management practitioner addresses the essential aspects of modern financial risk management

In the Second Edition of Financial Risk Management + Website, market risk expert Steve Allen offers an insider's view of this discipline and covers the strategies, principles, and measurement techniques necessary to manage and measure financial risk. Fully revised to reflect today's dynamic environment and the lessons to be learned from the 2008 global financial crisis, this reliable resource provides a comprehensive overview of the entire field of risk management.

Allen explores real-world issues such as proper mark-to-market valuation of trading positions and determination of needed reserves against valuation uncertainty, the structuring of limits to control risk taking, and a review of mathematical models and how they can contribute to risk control. Along the way, he shares valuable lessons that will help to develop an intuitive feel for market risk measurement and reporting.

  • Presents key insights on how risks can be isolated, quantified, and managed from a top risk management practitioner
  • Offers up-to-date examples of managing market and credit risk
  • Provides an overview and comparison of the various derivative instruments and their use in risk hedging
  • Companion Website contains supplementary materials that allow you to continue to learn in a hands-on fashion long after closing the book

Focusing on the management of those risks that can be successfully quantified, the Second Edition of Financial Risk Management + Websiteis the definitive source for managing market and credit risk.

Nyckelord: Institutional & Corporate Finance, steve allen, financial risk management, financial risk management 2e, var, stress testing, value at risk, model risk, operational risk, forward risk, managing credit risk, spot risk, managing market risk, portfolio credit risk, manage financial risk, measure financial risk, financial risk management second edition, managing spot risk, managing forward risk, variable adjusted rate, exotic options risk, vanilla options risk, risk model, measure risk, risk measure, risk investments, manage risk, how to manage risk, risk management strategies, risk return portfolio

John Wiley and Sons, Inc.
Wiley Finance
608 sidor
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