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

Description and Table of Contents

Description

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.

by "Nielsen BookData"

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