Advanced financial risk management tools and techniques for integrated credit risk and interest rate risk management

Advanced financial risk management tools and techniques for integrated credit risk and interest rate risk management Donald R. van Deventer, Kenji Imai, Mark Mesler. - ix, 668 pages illustrations 24 cm

Includes bibliographical references

0470821264 (cased)


Asset-liability management.
Credit--Management.
Interest rate risk--Management.