:: Buku Teks :: Kembali

Buku Teks :: Kembali

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

by Donald R. Van Deventer, Kenji Imai, Mark Mesler (John Wiley and Sons, 2013)

 Abstrak

Advanced Financial Risk Management bridges the gap between the idealized assumptions used for risk valuation and the realities that must be reflected in management actions. It explains, in detailed yet easy-to-understand terms, the analytics of these issues from A to Z, and lays out a comprehensive strategy for risk management measurement, objectives, and hedging techniques that apply to all types of institutions. Written by experienced risk managers, the book covers everything from the basics of present value, forward rates, and interest rate compounding to the wide variety of alternative term structure models.
Revised and updated with lessons from the 2007-2010 financial crisis, Advanced Financial Risk Management outlines a framework for fully integrated risk management. Credit risk, market risk, asset and liability management, and performance measurement have historically been thought of as separate disciplines, but recent developments in financial theory and computer science now allow these views of risk to be analyzed on a more integrated basis. The book presents a performance measurement approach that goes far beyond traditional capital allocation techniques to measure risk-adjusted shareholder value creation, and supplements this strategic view of integrated risk with step-by-step tools and techniques for constructing a risk management system that achieves these objectives.

 Metadata

No. Panggil : 332.7 DEV a
Entri utama-Nama orang :
Entri tambahan-Nama orang :
Subjek :
Penerbitan : Singapore : John Wiley and Sons, 2013
Sumber Pengatalogan: LibUI eng rda
ISBN: 9781118278543 (hbk.)
Tipe Konten: text
Tipe Media: unmediated
Tipe Carrier: volume
Edisi:
Catatan Seri: Wiley finance series
Catatan Umum: Previous ed.: 2005. Includes bibliographical references and index
Catatan Versi Asli:
Deskripsi Fisik: xxxiv, 839 pages. : illustration ; 26 cm
Lembaga Pemilik: Universitas Indonesia
Lokasi: Perpustakaan UI, Lantai 2
  • Ketersediaan
  • Ulasan
No. Panggil No. Barkod Ketersediaan
332.7 DEV a 01-15-01146 TERSEDIA
Ulasan:
Tidak ada ulasan pada koleksi ini: 20395583