Standard and Poor's guide to measuring and managing credit risk

Derivatives : valuation and risk management / Dubofsky, David A.

Financial engineering : derivatives and risk management / Cuthbertson, Keith.

The value of uncertainty : Dealing with risk in the equity derivatives market. Kaye, George.

Risk management.

Risk management.

-- The option contract -- Credit derivatives -- Using derivatives to manage risk -- Pricing forwards and

-- Options -- Measuring option risk -- Credit derivatives -- The analysis of bonds with embedded options

counter-party risk but also operational risk in their use for risk management and proprietary trading

procedures -- Value at risk -- Estimating volatilities and correlations for risk management -- Credit risk

Risk management.