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.
Includes bibliographical references
0470821264 (cased)
Asset-liability management.
Credit--Management.
Interest rate risk--Management.