Financial Risk Management- A Practitioner Guide to Managing Market and Credit Ri.rar
大小:(16.19 MB)

只需: 5 个论坛币  马上下载

本附件包括：

• Financial Risk Management- A Practitioner Guide to Managing Market and Credit Risks 2nd ed1.pdf

Financial Risk Management: A Practitioner's Guide to Managing Market and Credit Risk, 2nd EditionSteve L. Allen
ISBN: 978-1-118-17545-3
579 pages
December 2012



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