Financial Risk Management: A Practitioner's Guide to Managing Market and Credit Risk - Couverture rigide

Allen, Steve L.

Couverture rigide

ISBN 10 : 0471219770 ISBN 13 : 9780471219774

Editeur : John Wiley & Sons Inc, 2003

Synopsis

Financial Risk Management covers the strategies, principles, and measurement techniques necessary to measure and manage financial risk. With a focus on management perspective, this book explores real-world issues such as model validation, risk measurement, valuation methodologies, and much more. Self-contained Excel spreadsheets are included on the companion CD-ROM.

A propos du livre

À propos de l'auteur

STEVE ALLEN is Managing Director in charge of risk methodology at JPMorgan Chase. He is responsible for model validation, risk capital allocation, and the development of new measures of valuation, reserves, and risk for both market and credit risk. Previously, he was in charge of market risk for derivative products at Chase. He has been a key architect of Chase's value-at-risk and stress testing systems. Prior to his work in risk management, Allen was the head of analysis and model building for all Chase trading activities for over ten years. He also serves as co-chairman of the Credit and Risk Committee of the Bond Market Association and is coauthor of Valuing Fixed-Income Investments and Derivative Securities. Allen is Deputy Director of the Mathematics in Finance Masters' program at New York University's Courant Institute of Mathematical Sciences. He has taught the risk management course in this program for the last five years.

Détails de l'édition

• Éditeur: John Wiley & Sons Inc
• Date d'édition: 2003
• Langue: anglais
• ISBN 10: 0471219770
• ISBN 13: 9780471219774
• Reliure: Relié
• Nombre de pages: 416
• Coordonnées du fabricant: non disponible
• Personne responsable: non disponible