Financial Risk Management 2e | 誠品線上

Financial Risk Management 2e

作者 Steve L. Allen
出版社 Ingram International Inc
商品描述 Financial Risk Management 2e:,:誠品以「人文、藝術、創意、生活」為核心價值,由推廣閱讀出發,並透過線上網路,傳遞博雅的溫度,打造全新的文化場域。

作者介紹

作者介紹 STEVEN ALLEN is a risk management consultant, specializing in risk measurement and valuation with a particular emphasis on illiquid and hard-to-value assets. Until his retirement in 2004, he was Managing Director in charge of risk methodology at JPMorgan Chase, where he was responsible for model validation, risk capital allocation, and the development of new measures of valuation, reserves, and risk for both market and credit risk. Previously, he was in charge of market risk for derivative products at Chase. He has been a key architect of Chase's value-at-risk and stress testing systems. Prior to his work in risk management, Allen was the head of analysis and model building for all Chase trading activities for over ten years. Since 1998, Allen has been associated with the Mathematics in Finance Master's Program at New York University's Courant Institute of Mathematical Sciences. In this program, he has served as Clinical Associate Professor and Deputy Director and has created and taught courses in risk management, derivatives mathematics, and interest rate and credit models. He was a member of the board of directors of the International Association of Financial Engineers and continues to serve as co-chair of their Education Committee.

商品規格

書名 / Financial Risk Management 2e
作者 / Steve L. Allen
簡介 / Financial Risk Management 2e:,:誠品以「人文、藝術、創意、生活」為核心價值,由推廣閱讀出發,並透過線上網路,傳遞博雅的溫度,打造全新的文化場域。
出版社 / Ingram International Inc
ISBN13 / 9781118175453
ISBN10 /
EAN / 9781118175453
誠品26碼 /
尺寸 / 23.1X15.5X4.8CM
重量(g) / 997.9
語言 / 3:英文
尺寸 / 23.1X15.5X4.8CM
裝訂 / H:精裝
頁數 / 608
級別 / N:無