|
|
|
|
| LEADER |
00000pam a2200000 a 4500 |
| 001 |
5820880 |
| 003 |
ICU |
| 005 |
20061108124000.0 |
| 008 |
050415s2005 enka b 001 0 eng |
| 010 |
|
|
|a 2005010796
|
| 020 |
|
|
|a 0470013036 (cloth : alk. paper)
|
| 040 |
|
|
|a DLC
|c DLC
|d DLC
|d NhCcYBP
|d UtOrBLW
|d OrLoB-B
|
| 042 |
|
|
|a pcc
|
| 050 |
0 |
0 |
|a HG6024.3
|b .D683 2005
|
| 082 |
0 |
0 |
|a 332.63/2042
|2 22
|
| 100 |
1 |
|
|a Dowd, Kevin.
|0 http://id.loc.gov/authorities/names/nr89004360
|1 http://viaf.org/viaf/64067820
|
| 245 |
1 |
0 |
|a Measuring market risk /
|c Kevin Dowd.
|
| 250 |
|
|
|a 2nd ed.
|
| 260 |
|
|
|a Chichester, West Sussex, England ;
|a Hoboken, NJ :
|b John Wiley & Sons,
|c c2005.
|
| 300 |
|
|
|a xviii, 390 p. :
|b ill. ;
|c 26 cm. +
|e 1 CD-ROM (4 3/4 in.)
|
| 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
|
| 440 |
|
0 |
|a Wiley finance series
|
| 504 |
|
|
|a Includes bibliographical references (p. [365]-377) and index.
|
| 505 |
0 |
0 |
|g 1.
|t The rise of value at risk --
|g 2.
|t Measures of financial risk --
|g 3.
|t Estimating market risk measures : an introduction and overview --
|g 4.
|t Non-parametric approaches --
|g 5.
|t Forecasting volatilities, covariances and correlations --
|g 6.
|t Parametric approaches (I) --
|g 7.
|t Parametric approaches (II) : extreme value --
|g 8.
|t Monte Carlo simulation methods --
|g 9.
|t Applications of stochastic risk measurement methods --
|g 10.
|t Estimating options risk measures --
|g 11.
|t Incremental and component risks --
|g 12.
|t Mapping positions to risk factors --
|g 13.
|t Stress testing --
|g 14.
|t Estimating liquidity risks --
|g 15.
|t Bactesting market risk models --
|g 16.
|t Model risk.
|
| 650 |
|
0 |
|a Financial futures
|x Mathematical models.
|
| 650 |
|
0 |
|a Risk management
|x Mathematical models.
|0 http://id.loc.gov/authorities/subjects/sh2008110811
|
| 650 |
|
0 |
|a Portfolio management
|x Mathematical models.
|0 http://id.loc.gov/authorities/subjects/sh2008109870
|
| 650 |
|
7 |
|a Financial futures
|x Mathematical models.
|2 fast
|0 http://id.worldcat.org/fast/fst00924634
|
| 650 |
|
7 |
|a Portfolio management
|x Mathematical models.
|2 fast
|0 http://id.worldcat.org/fast/fst01072082
|
| 650 |
|
7 |
|a Risk management
|x Mathematical models.
|2 fast
|0 http://id.worldcat.org/fast/fst01098179
|
| 901 |
|
|
|a ToCBNA
|
| 903 |
|
|
|a HeVa
|
| 035 |
|
|
|a (OCoLC)59756041
|
| 929 |
|
|
|a cat
|
| 999 |
f |
f |
|i beeb117a-b9ff-5317-8423-a32c8b0d551a
|s 284d24c9-b6cb-5b4e-9e6d-4565af1c3717
|
| 928 |
|
|
|t Library of Congress classification
|a HG6024.3.D683 2005
|l ASR
|c ASR-JRLASR
|i 5023662
|
| 928 |
|
|
|t Library of Congress classification
|a HG6024.3.D683 2005
|l JRL
|c JRL-Gen
|i 6524426
|
| 927 |
|
|
|t Library of Congress classification
|a HG6024.3.D683 2005
|l ASR
|c ASR-JRLASR
|e CONE
|b 70013397
|i 7955653
|
| 927 |
|
|
|t Library of Congress classification
|a HG6024.3.D683 2005
|l JRL
|c JRL-Gen
|e CONE
|b 75014936
|i 7955654
|
