Advanced Financial Risk Management: Tools and Techniques For Integrated Credit Risk and Interest Rate Risk Management - Couverture rigide

Deventer, Donald R. Van; Imai, Kenji; Mesler, Mark

 
9780470821268: Advanced Financial Risk Management: Tools and Techniques For Integrated Credit Risk and Interest Rate Risk Management
Couverture rigide
ISBN 10 : 0470821264 ISBN 13 : 9780470821268
Editeur : John Wiley & Sons Ltd, 2004

Synopsis

An in--depth look at financial risk management Advanced Financial Risk Management integrates interest rate risk, credit risk, foreign exchange risk, and capital allocation using a consistent risk management approach. It explains, in detailed, yet understandable terms, the analytics of these issues from A to Z. Written by experienced risk managers, this book bridges the gap between the idealized assumptions used for valuation and the realities that must be reflected in management actions. It covers everything from the basics of present value, forward rates, and interest rate compounding to the wide variety of alternative term structure models. Donald R. Van Deventer (Hawaii) founded the Kamakura Corporation in April 1990 and is currently President. In 2003, he was voted into the Risk Hall of Fame for having made a profound contribution to the field of risk management. Kenji Imai (Hawaii) heads Software Development for Kamakura and participates in selected Japan--related financial advisory assignments. Mark Mesler (Hawaii) heads the information production for Kamakura Risk Information Services.

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À propos de l'auteur

Donald R. Van Deventer founded the Kamakura Corporation in April 1990 and is currently President. In 2003, he was voted into the Risk Hall of Fame for having made a profound contribution to the field of risk management. He has been involved in financial advisory assignments involving both risk management and mergers and acquisitions, for the municipalities affected in the Orange County bankruptcy, in a major derivatives dispute between JPMorgan and a Korean securities firm, Bank Negara Malaysia, ITT Financial Corporation and many other leading institutions. Prior to founding Kamakura Corporation, he was Senior Vice President of in the investment banking department of Lehman Brothers (then Shearson Lehman Hutton). From 1982 to 1987, he was the treasurer for First Interstate Bancorp in LA, USA. He holds a Ph.D. in Business Economics, a joint degree of the Harvard University Department of Economics and the Harvard Graduate School of Business Administration.

Les informations fournies dans la section « A propos du livre » peuvent faire référence à une autre édition de ce titre.

Éditeur
John Wiley & Sons Ltd
Date d'édition
2004
Langue
anglais
ISBN 10 
0470821264
ISBN 13 
9780470821268
Reliure
Relié
Nombre de pages
680
Coordonnées du fabricant
non disponible
Personne responsable
non disponible