Deventer, Donald R. van,

Advanced financial risk management : tools and techniques for integrated credit risk and interest rate risk management / Donald R. van Deventer - Singapore : John Wiley & Sons, 2005 - ix, 668 p. : ill. 24 cm.

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

470821264


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

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