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

著者

• Deventer, Donald R. van
• Imai, Kenji

書誌事項

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

注記

Includes bibliographies

Includes index

内容説明・目次

内容説明

Designed specifically for the analysis of market risk, this guide covers critical areas of risk management. Adopting a format geared towards bank portfolio management, the guide combines introductory and advanced discussion on portfolio risk.

「Nielsen BookData」 より

詳細情報

• NII書誌ID(NCID): BA30292623
• ISBN:
  • 0786309644
• LCCN: 96036236
• 出版国コード: us
• タイトル言語コード: eng
• 本文言語コード: eng
• 出版地: Chicago, Ill
• ページ数/冊数: xvii, 396 p.
• 大きさ: 24 cm.
• 付属資料: 1 computer disk (3 1/2 in.)
• 分類:
  • NDC9 : 338.1
  • LCC : HG1615.25
  • LCC : <MRC>
  • DC20 : 332.1/068/1
• 件名:
  • LCSH : Asset-liability management
  • LCSH : Risk management
  • FREE : Term structure model