Risk Management: Value at Risk and Beyond (Record no. 75503)
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| 000 -LEADER | |
|---|---|
| fixed length control field | 01024nam a2200169Ia 4500 |
| 008 - FIXED-LENGTH DATA ELEMENTS--GENERAL INFORMATION | |
| fixed length control field | 140223b2011 xxu||||| |||| 00| 0 eng d |
| 020 ## - INTERNATIONAL STANDARD BOOK NUMBER | |
| International Standard Book Number | 9780521263740 |
| Terms of availability | 0.00 |
| 082 ## - DEWEY DECIMAL CLASSIFICATION NUMBER | |
| Classification number | 658.155 |
| Item number | RIS |
| 100 ## - MAIN ENTRY--PERSONAL NAME | |
| Personal name | Dempster, M. A. H. |
| 245 ## - TITLE STATEMENT | |
| Title | Risk Management: Value at Risk and Beyond |
| 260 ## - PUBLICATION, DISTRIBUTION, ETC. (IMPRINT) | |
| Place of publication, distribution, etc. | New Delhi |
| Name of publisher, distributor, etc. | Cambridge University Press |
| Date of publication, distribution, etc. | 2011 |
| 300 ## - PHYSICAL DESCRIPTION | |
| Extent | 274p |
| 500 ## - GENERAL NOTE | |
| General note | Quan tifying the Risks of Trading V alue at Risk Analysis of a Leveraged Swap Stress Testing in a Value at Risk Framework Dynamic Portfolio Replication Using Stochastic Programming Credit and Interest Rate Risk Coheren t Measures of Risk Correlation and Dependence in Risk Management: Properties and Pitfalls Measuring Risk with Extreme Value Theory Extremes in Operational Risk Management |
| 600 ## - SUBJECT ADDED ENTRY--PERSONAL NAME | |
| Personal name | Risk Management |
| 890 ## - | |
| -- | India |
| 995 ## - RECOMMENDATION 995 [LOCAL, UNIMARC FRANCE] | |
| -- | RIS |
| -- | 010396 |
| -- | MGT-FIN |
| -- | 259.00 |
| -- | 0 |
| -- | 049 |
| -- | 104820 |
| -- | 0 |
| -- | 0.00 |
| -- | 350.00 26% NA - NA |
| -- | 20110310 |
| -- | C |
| -- | 20110321 |
| -- | Himanshu Book Co. |
| -- | General |
No items available.