HomeGroupsTalkZeitgeist
Happy Holidays! The 12 Days of LT scavenger hunt is going on. Can you solve the clues?
This site uses cookies to deliver our services, improve performance, for analytics, and (if not signed in) for advertising. By using LibraryThing you acknowledge that you have read and understand our Terms of Service and Privacy Policy. Your use of the site and services is subject to these policies and terms.
Hide this

Results from Google Books

Click on a thumbnail to go to Google Books.

Financial Risk Analytics : A Term Structure…
Loading...

Financial Risk Analytics : A Term Structure Model Approach for Banking,…

by Donald R. Van Deventer

MembersReviewsPopularityAverage ratingConversations
1None5,450,815NoneNone
Recently added byisobeBill

No tags.

None.

None
Loading...

Sign up for LibraryThing to find out whether you'll like this book.

No current Talk conversations about this book.

No reviews
no reviews | add a review
You must log in to edit Common Knowledge data.
For more help see the Common Knowledge help page.
Series (with order)
Canonical title
Original title
Alternative titles
Original publication date
People/Characters
Important places
Important events
Related movies
Awards and honors
Epigraph
Dedication
First words
Quotations
Last words
Disambiguation notice
Publisher's editors
Blurbers
Publisher series
Original language
Canonical DDC/MDS

References to this work on external resources.

Wikipedia in English

None

Book description
Haiku summary

Amazon.com Product Description (ISBN 0786309644, Hardcover)

This is the book I wish I had written.''--Robert D. Selvaggio, PhD., Director, FixedIncome and Mortgage Research, The Chase Manhattan Bank, N.A. Financial Risk Analytics is the first book written by experienced risk managers that integrates interest rate risk, credit risk, FX risk and capital allocation using a consistent risk management approach. It explains, in detailed yet understandable terms, the analytics of interest rate risk, credit risk, foreign exchange risk and capital allocation from A to Z. This book bridges the gap between the idealized assumptions used for valuation and the realities that must be reflected in management actions, and includes: The basics of present value, forward rates and interest rate compounding; American fixed income options vs. European options; The wide variety of alternatives term structure models to the basic Vasicek model.

(retrieved from Amazon Mon, 13 Mar 2017 23:35:57 -0400)

No library descriptions found.

Quick Links

Popular covers

Rating

Average: No ratings.

Is this you?

Become a LibraryThing Author.

 

About | Contact | Privacy/Terms | Help/FAQs | Blog | Store | APIs | TinyCat | Legacy Libraries | Early Reviewers | Common Knowledge | 130,817,334 books! | Top bar: Always visible