000			01546cam a2200289 a 4500
008			070530t2008 fluado erb 001 0 eng
020			_a9781584888932 (pbk. : alk. paper)
020			_a1584888938
040			_aDLC _cDLC
050	0	0	_aHG4529.5 _b.M87 2008
082	0	0	_a658.15'5 _bMUR
100	1		_aMurphy, David
245	1	0	_aUnderstanding risk : _bthe theory and practice of financial risk management /
260			_aBoca Raton : _bChapman & Hall/CRC, _cc2008.
300			_axvii, 452 p. :
440	0		_aChapman & Hall/CRC financial mathematics series
504			_aIncludes bibliographical references and index.
520			_aThe book explains how to understand financial risk and how the severity and frequency of losses can be controlled. The book covers the basics of risk management and the behaviour of financial instruments. It also focuses on regulatory capital standards and models, addressing value-at-risk (VaR) models, portfolio credit risk, tranching, operational risk, and the Basel accords. The author also dealt with assets/liability management (ALM) and liquidity management, structured finance and a variety of new trading instruments, including inflation-linked products, sophisticated equity basket options, and convertible bonds.
590			_arpm 30/05/13
591			_aLoans
650		0	_aFinancial risk management.
650		0	_aInvestment analysis.
650		0	_aPortfolio management.
856	4	1	_uhttp://www.loc.gov/catdir/toc/ecip0719/2007022602.html
942			_2ddc _cBOOK
949			_a658.15'5 MUR
999			_c734 _d734