Financial risk analytics : a term structure model approach for banking, insurance and investment management

Author(s)

• Deventer, Donald R. van
• Imai, Kenji

Bibliographic Information

Financial risk analytics : a term structure model approach for banking, insurance and investment management

Donald R. van Deventer and Kenji Imai

Irwin Professional Pub., c1997

Note

Includes bibliographies

Includes index

Details

• NCID: BA30292623
• ISBN:
  • 0786309644
• LCCN: 96036236
• Country Code: us
• Title Language Code: eng
• Text Language Code: eng
• Place of Publication: Chicago, Ill
• Pages/Volumes: xvii, 396 p.
• Size: 24 cm.
• Attached Material: 1 computer disk (3 1/2 in.)
• Classification:
  • NDC9 : 338.1
  • LCC : HG1615.25
  • LCC : <MRC>
  • DC20 : 332.1/068/1
• Subject Headings:
  • LCSH : Asset-liability management
  • LCSH : Risk management
  • FREE : Term structure model