01900nam a2200397 a 4500 ebr10641865 CaPaEBR m u cr cn||||||||| 120720s2013 njua sb 001 0 eng d 2012029614 9781118175453 (cloth) 9781118226520 (e-book) CaPaEBR CaPaEBR (OCoLC)801355477 HD61 .A43 2012eb HG4521 .A45 2013eb 658.15/5 23 Allen, Steven, 1945- Financial risk management [electronic resource] : a practitioner's guide to managing market and credit risk / Steven Allen. 2nd ed. Hoboken, N.J. : Wiley, 2013. xxvii, 579 p. : ill. Wiley finance "+ website"--Cover. Includes bibliographical references and index. Includes bibliographical references and index. Foreword -- Preface -- Acknowledgments -- Introduction -- Institutional background -- Operational risk -- Financial disasters -- The systemic disaster of 2007-2008 -- Managing financial risk -- Var and stress testing -- Model risk -- Managing spot risk -- Managing forward risk -- Managing vanilla options risk -- Managing exotic options risk -- Credit risk -- Counterparty credit risk -- Bibliography -- About the companion website -- Index. Electronic reproduction. Palo Alto, Calif. : ebrary, 2013. Available via World Wide Web. Access may be limited to ebrary affiliated libraries. Financial risk management. Finance. Electronic books. local ebrary, Inc. Wiley finance series. http://site.ebrary.com/lib/rucke/Doc?id=10641865 An electronic book accessible through the World Wide Web; click to view 31800 31800