Advanced financial risk management : tools and techniques for integrated credit risk and interest rate risk management

Bibliographic Details
Main Authors: Deventer, Donald R. van , 1951- (Author), Imai, Kenji , 1963- (Author), Mesler, Mark (Author)
Format: Book
Language:English
Published: Hoboken, New Jersey : John Wiley , c2013
Edition:2nd ed
Series:Wiley finance series
Subjects:

MARC

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001 0000082688
005 20130908093000.0
008 130515s2013 nju eng
020 |a 1118278542 (hardback : alk. paper) 
020 |a 9781118278543 (hardback : alk. paper) 
020 |a 9781118278550 (ePub) 
020 |a 9781118278567 (Mobi) 
020 |a 9781118278574 (ePDF) 
050 0 0 |a HG1615.25   |b .D48 2013 
090 0 0 |a HG1615.25   |b .D48 2013 
100 1 |a Deventer, Donald R. van ,   |d 1951- ,   |e author 
245 1 0 |a Advanced financial risk management :   |b tools and techniques for integrated credit risk and interest rate risk management   |c Donald R. van Deventer, Kenji Imai, Mark Mesler 
250 |a 2nd ed 
260 |a Hoboken, New Jersey :   |b John Wiley ,   |c c2013 
300 |a xxxiv, 839 p. :   |b ill. ;   |c 27 cm. 
490 1 |a Wiley finance series 
500 |a Previous ed.: 2005 
504 |a Includes bibliographical references (p. 809-817) and index 
505 0 |a 1. Risk management: definitions and objectives -- 2. Risk management techniques for interest rate analytics -- 3. Risk management techniques for credit risk analytics -- 4. Risk management applications: instrument by instrument -- 5. Portfolio strategy and risk management 
650 0 |a Credit   |x Management 
650 0 |a Interest rate risk   |x Management 
700 1 |a Imai, Kenji ,   |d 1963- ,   |e author 
700 1 |a Mesler, Mark ,   |e author 
999 |a 1000156663   |b Book   |c OPEN SHELF (30 DAYS)   |e Gong Badak Campus