Financial risk management : applications in market, credit, asset and liability management and firmwide risk / Jimmy Skoglund and Wei Chen.
Material type:
TextSeries: Wiley finance seriesPublication details: ; John Wiley & Sons Inc. c2015. Description: xvii, 557 pages ; 27 cmISBN: 9781119135517 (cloth)Subject(s): Financial institutions | Banks and banking | Financial risk managementDDC classification: 658.155 SKO
| Item type | Current library | Home library | Call number | Status | Date due | Barcode | Item holds |
|---|---|---|---|---|---|---|---|
English Lending
|
Villa College QI Campus | Villa College Library | 658.155 SKO (Browse shelf(Opens below)) | Available | 14292 | ||
|
English Lending
|
Villa College QI Campus | Villa College QI Campus | 658.155 SKO (Browse shelf(Opens below)) | Available | 14262 |
Contents
1 Introduction 1
I Market Risk 23
2 Market Risk with the Normal Distribution 25
3 Advanced Market Risk Analysis 81
II Credit Risk 179
4 Portfolio Credit Risk 181
5 Counterparty Credit Risk 345
III Asset and Liability Management 417
6 Liquidity Risk Management 419
7 Funds Transfer Pricing and Profitability of Cash Flows 481
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