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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.

By: Contributor(s): Material type: TextTextSeries: Wiley finance seriesPublication details: Singapore : Wiley, 2013.Edition: 2nd edDescription: xxxiv, 839 pSubject(s): Genre/Form: LOC classification:
  • HG1615.25 .D48 2013
Online resources:
Contents:
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.
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Holdings
Item type Current library Call number Status Date due Barcode Item holds
Ebrary Online Books Ebrary Online Books Jaffna Available JFEBRA2000100
Ebrary Online Books Ebrary Online Books Kandy Available KDEBRA2000100
Ebrary Online Books Ebrary Online Books Colombo Available CBERA2000100
Total holds: 0

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.

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