Financial risk management : models, history, and institutions

dc.contributor.author	Malz, Allan M.
dc.date.issued	2011
dc.identifier.isbn	978-1-118-02291-7
dc.identifier.isbn	978-1-118-02290-0
dc.identifier.isbn	978-1-118-02289-4
dc.identifier.uri	https://thuvienso.hoasen.edu.vn/handle/123456789/10560
dc.description	xxiii, 722 p. : ill.
dc.description.abstract	Financial risk has become a focus of financial and nonfinancial firms, individuals, and policy makers. But the study of risk remains a relatively new discipline in finance and continues to be refined. The financial market crisis that began in 2007 has highlighted the challenges of managing financial risk. Now, in Financial Risk Management, author Allan Malz addresses the essential issues surrounding this discipline, sharing his extensive career experiences as a risk researcher, risk manager, and central banker. The book includes standard risk measurement models as well as alternative models that address options, structured credit risks, and the real-world complexities or risk modeling, and provides the institutional and historical background on financial innovation, liquidity, leverage, and financial crises that is crucial to practitioners and students of finance for understanding the world today.
dc.language.iso	en
dc.publisher	John Wiley & Sons, Inc.
dc.subject	Financial risk management
dc.title	Financial risk management : models, history, and institutions
dc.type	Book