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.
Material type: TextSeries: Wiley finance seriesPublication details: Singapore : Wiley, 2013.Edition: 2nd edDescription: xxxiv, 839 pSubject(s): Genre/Form: LOC classification:- HG1615.25 .D48 2013
Item type | Current library | Call number | Status | Date due | Barcode | |
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Ebook | TUS: Midlands, Main Library Athlone Online | eBook (Browse shelf(Opens below)) | 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. Ann Arbor, MI : ProQuest, 2015. Available via World Wide Web. Access may be limited to ProQuest affiliated libraries.