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20040426221400.0 |
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020328s2002 enka b 000 0 eng d |
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|a 2002277556
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|a GBA1-V4611
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|a 0521781809
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| 035 |
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|a DCLC2002277556-B
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| 035 |
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|a (OCoLC)48024940
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| 035 |
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|a 90098325
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|a UKM
|c UKM
|d DLC
|d OrLoB-B
|d OCoLC
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|a lccopycat
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0 |
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|a HD61
|b .R573 2002
|
| 245 |
0 |
0 |
|a Risk management :
|b value at risk and beyond /
|c edited by M.A.H. Dempster.
|
| 260 |
|
|
|a Cambridge ;
|a New York :
|b Cambridge University Press,
|c 2002.
|
| 300 |
|
|
|a xiv, 274 p. :
|b ill. ;
|c 24 cm.
|
| 336 |
|
|
|a text
|b txt
|2 rdacontent
|0 http://id.loc.gov/vocabulary/contentTypes/txt
|
| 337 |
|
|
|a unmediated
|b n
|2 rdamedia
|0 http://id.loc.gov/vocabulary/mediaTypes/n
|
| 338 |
|
|
|a volume
|b nc
|2 rdacarrier
|0 http://id.loc.gov/vocabulary/carriers/nc
|
| 504 |
|
|
|a Includes bibliographical references.
|
| 505 |
0 |
0 |
|t Introduction /
|r M. A. H. Dempster --
|g 1.
|t Quantifying the Risks of Trading /
|r Evan Picoult --
|g 2.
|t Value at Risk Analysis of a Leveraged Swap /
|r Sanjay Srivastava --
|g 3.
|t Stress Testing in a Value at Risk Framework /
|r Paul H. Kupiec --
|g 4.
|t Dynamic Portfolio Replication Using Stochastic Programming /
|r M. A. H. Dempster and G. W. P. Thompson --
|g 5.
|t Credit and Interest Rate Risk /
|r R. Kiesel, W. Perraudin and A. P. Taylor --
|g 6.
|t Coherent Measures of Risk /
|r Philippe Artzner, Freddy Delbaen and Jean-Marc Eber /
|r [et al.] --
|g 7.
|t Correlation and Dependence in Risk Management: Properties and Pitfalls /
|r Paul Embrechts, Alexander J. McNeil and Daniel Straumann --
|g 8.
|t Measuring Risk with Extreme Value Theory /
|r Richard L. Smith --
|g 9.
|t Extremes in Operational Risk Management /
|r E. A. Medova and M. N. Kyriacou.
|
| 520 |
|
|
|a This text examines the complex issues that concern the stability of the global financial system by presenting a mix of theory and practice. It should be essential reading for all involved in financial risk management.
|
| 650 |
|
0 |
|a Risk management.
|0 http://id.loc.gov/authorities/subjects/sh2004006348
|
| 650 |
|
0 |
|a Derivative securities.
|0 http://id.loc.gov/authorities/subjects/sh93005704
|
| 650 |
|
7 |
|a Derivative securities.
|2 fast
|0 http://id.worldcat.org/fast/fst00891019
|
| 650 |
|
7 |
|a Financial risk management.
|2 fast
|0 http://id.worldcat.org/fast/fst01739657
|
| 700 |
1 |
|
|a Dempster, M. A. H.
|q (Michael Alan Howarth),
|d 1938-
|0 http://id.loc.gov/authorities/names/n82010492
|1 http://viaf.org/viaf/105113114
|
| 901 |
|
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|a ToCBNA
|
| 903 |
|
|
|a HeVa
|
| 929 |
|
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|a cat
|
| 999 |
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f |
|i 0c63fade-ff1c-5de2-a7ce-cba7514e3284
|s 1d1dc54c-56d2-57c2-ab74-bdf4e5caf367
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| 928 |
|
|
|t Library of Congress classification
|a HG6024.A3 R57 2002
|l JRL
|c JRL-Gen
|i 4693803
|
| 927 |
|
|
|t Library of Congress classification
|a HG6024.A3 R57 2002
|l JRL
|c JRL-Gen
|e BROW
|b 60443770
|i 7241432
|
