Finance
Risk Management
The Swaps & Financial Derivatives Library, Revised
Author:
Das, Satyajit
Isbn 13:
9780470821657
ISBN: 0470821655
Pub Date:
Nov 30, 2005
Publisher:
Wiley
Shipping Weight: 4.01 pounds
Status:
Ships 1-5 days rush ship avail
Quantum Price: $78.75
Quantity in Basket: None
Risk Management consists of 8 Parts and 18 Chapters covering risk management, market risk methodologies (including VAR and stress testing), credit risk in derivative transactions, other derivatives trading risks (liquidity risk, model risk and operational risk), organizational aspects of risk management and operational aspects of derivative trading. The volume also covers documentation/ legal aspects of derivative transactions (including ISDA documentary framework), accounting treatment (including FASB 133 and IAS 30 issues), taxation aspects and regulatory aspects of derivative trading affecting banks and securities dealers (including the Basel framework for capital to be held against credit and market risk).
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