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

Author(s)

• Deventer, Donald R. van
• Imai, Kenji
• Mesler, Mark

Bibliographic Information

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

Donald R. van Deventer, Kenji Imai, Mark Mesler

John Wiley & Sons, 2005

Note

Includes bibliographical references (p. 661-666) and index

Details

• NCID: BA73484105
• ISBN:
  • 0470821264
• LCCN: 2005272877
• Country Code: si
• Title Language Code: eng
• Text Language Code: eng
• Place of Publication: Singapore
• Pages/Volumes: ix, 668 p.
• Size: 24 cm
• Classification:
  • LCC : HG1615.25
• Subject Headings:
  • LCSH : Asset-liability management
  • LCSH : Credit -- Management
  • LCSH : Interest rate risk -- Management
  • LCSH : Risk management