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FINANCIAL RISK ANALYTICS: A TERM STRUCTURE MODEL APPROACH FOR BANKING INSURANCE & INVESTMENT MANAGEMENT

Financial Risk Analytics is the first book written by experienced risk managers that is designed to explain, in comprehensive yet understandable terminology, the analytics of interest rate risk, credit risk, foreign exchange risk and capital allocation from A to Z. Risk management experts Donald R. van Deventer and Kenji Imai show in a very practical, concrete way how the term structure models used to price interest rate derivatives can be used to hedge all common products in banking, insurance and investment management, allowing the same risk management approach for an entire institution that is normally taken for a derivatives portfolio alone.

Availability
10000703332.1 DEV f 2ndRLC MM (Rak Buku Umum)Available
Detail Information
Series Title
-
Statement of Responsibility
Call Number
332.1 DEV f 2nd
Publisher
London : McGraw-Hill.,
Collation
xvii, 396 p. : ill ; 23cm.
Language
English
ISBN/ISSN
0-7863-0964-4
Classification
332.1
Content Type
-
Edition
2nd. ed.
Subject(s)
Buku Umum
Financial Risk Management
Specific Detail Info
-
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No other version available

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