With a focus on management perspective, this book explores real-world issues such as model validation, risk measurement, valuation methodologies, and much more. Version papier du livre.

A Practitioner's Guide to Managing Market and Credit Risk with CD-ROM. Financial Risk Management covers the strategies, principles, and measurement techniques necessary to measure and manage financial risk.

Self-contained Excel spreadsheets are included on the companion CD-ROM. Managing Exotic Options Risk.

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Note This CD-ROM uses long and mixed-case filenames requiring the use of He is responsible for model validation, risk capital allocation, and the development of new measures of valuation, reserves, and risk for both market and credit risk.

Previously, he was in charge of market risk for derivative products at Chase. He has been a key architect of Chase?

Prior to his work in risk management, Allen was the head of analysis and model building for all Chase trading activities for over ten years.

He also serves as co-chairman of the Credit and Risk Committee of the Bond Market Association and is coauthor of Valuing Fixed-Income Investments and Derivative Securities. Allen is Deputy Director of the Mathematics in Finance Masters? He has taught the risk management course in this program for the last five years.