Financial risk management: models, history, and institution : models, history, and institution
| dc.contributor.author | Malz., Allan M. | |
| dc.date.accessioned | 2018-11-02T11:24:41Z | |
| dc.date.available | 2018-11-02T11:24:41Z | |
| dc.date.copyright | 2011 | |
| dc.date.issued | 2011 | |
| dc.description | 1.Financial Risk in a Crisis-Prone World; 2.Market Risk Basics; 3.Value-at-Risk; 4.Nonlinear Risks and the Treatment of Bonds and Options; 5.Portfolio VaR for Market Risk; 6.Credit and Counterparty Risk; 7.Spread Risk and Default Intensity Models; 8.Portfolio Credit Risk; 9.Structured Credit Risk; 10.Alternatives to the Standard Market Risk Model; 11.Assessing the Quality of Risk Measures... | en_US |
| dc.description.sponsorship | Uganda Institute of Information and Communications Technology | en_US |
| dc.identifier.uri | http://196.43.179.3:8080/xmlui/handle/123456789/996 | |
| dc.language.iso | en_US | en_US |
| dc.title | Financial risk management: models, history, and institution : models, history, and institution | en_US |
| dc.type | Book | en_US |
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| dcterms.publisher | John Wiley & Sons, Inc., Hoboken, New Jersey. | |
| dcterms.tableOfContents | 1.Financial Risk in a Crisis-Prone World; 2.Market Risk Basics; 3.Value-at-Risk; 4.Nonlinear Risks and the Treatment of Bonds and Options; 5.Portfolio VaR for Market Risk; 6.Credit and Counterparty Risk; 7.Spread Risk and Default Intensity Models; 8.Portfolio Credit Risk; 9.Structured Credit Risk; 10.Alternatives to the Standard Market Risk Model; 11.Assessing the Quality of Risk Measures... |