Deventer, Donald R. van,

Advanced financial risk management : tools and techniques for integrated credit risk and interest rate risk management / Donald R. van Deventer, Kenji Imai, Mark Mesler. - Singapore : John Wiley & Sons, 2005. - ix, 668 p. : ill. ;

Includes bibliographical references (p. 661-666) and index.

0470821264


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

658.15 / DEV