Risk management and analysis /

Risk management and analysis /

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Bibliographic Details
Imprint:	Chichester, England ; New York : Wiley, c1998.
Description:	2 v. : ill. ; 25 cm.
Language:	English
Series:	Wiley series in financial engineering
Subject:	Financial futures. Risk management. Bank capital. Derivative securities. Capital market -- Developing countries. Bank capital. Capital market. Derivative securities. Financial futures. Risk management. Developing countries.
Format:	Print Book
URL for this record:	http://pi.lib.uchicago.edu/1001/cat/bib/3564571

Hidden Bibliographic Details
Other authors / contributors:	Alexander, Carol.
ISBN:	0471979570 (v. 1 : alk. paper) 0471979597 (v. 2 : alk. paper)
Notes:	Includes bibliographical references and indexes.

Table of Contents:

A Survey of Market Risk Measurment
Mathematical Models of Risk
Simulation 1
Simulation 2
Modelling Credit Risk
Credit Enhancement
Value at Risk
Enterprise Wide Risk
Risk Management Systems
Optimal Hedging Strategies
Volatility Trading