Financial Risk Management: A Practitioner's Guide to Managing Market and Credit Risk

Financial Risk Management: A Practitioner's Guide to Managing Market and Credit Risk
Publisher: John Wiley & Sons
Authors: Steve L. Allen
Published on: 2012-12-26
Page Count: 612 pages
Print Type: BOOK
Maturity Rating: NOT_MATURE
Language: en
Embeddable: Yes
PDF Available: Yes
EPUB Available: No
ISBN-13: 9781118175453
ISBN-10: 111817545X
... website for this book . The spreadsheet shows the hedge structure for all eight possible simple barrier structures and the result of the barrier unwind for a specified scenario . Exercise 12.3 guides you through some sample runs . Here ...

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