Elements of financial risk management (Record no. 31593)
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000 -LEADER | |
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fixed length control field | 02802nam a2200325Ka 4500 |
001 - CONTROL NUMBER | |
control field | 7ocm67519228 |
003 - CONTROL NUMBER IDENTIFIER | |
control field | IE-LiIT |
005 - DATE AND TIME OF LATEST TRANSACTION | |
control field | 20180119130623.0 |
006 - FIXED-LENGTH DATA ELEMENTS--ADDITIONAL MATERIAL CHARACTERISTICS | |
fixed length control field | m d |
007 - PHYSICAL DESCRIPTION FIXED FIELD--GENERAL INFORMATION | |
fixed length control field | cr cn||||||||| |
008 - FIXED-LENGTH DATA ELEMENTS--GENERAL INFORMATION | |
fixed length control field | 111205s2012 ne s 000 0 eng d |
020 ## - INTERNATIONAL STANDARD BOOK NUMBER | |
International Standard Book Number | 0123744482 (electronic bk.) |
020 ## - INTERNATIONAL STANDARD BOOK NUMBER | |
International Standard Book Number | 9780123744487 (electronic bk.) |
037 ## - SOURCE OF ACQUISITION | |
Stock number | 155691:155853 |
Source of stock number/acquisition | Elsevier Science & Technology |
Note | http://www.sciencedirect.com |
040 ## - CATALOGING SOURCE | |
Original cataloging agency | OPELS |
Language of cataloging | eng |
Transcribing agency | OPELS |
100 1# - MAIN ENTRY--PERSONAL NAME | |
Personal name | Christoffersen, Peter F. |
245 10 - TITLE STATEMENT | |
Title | Elements of financial risk management |
Medium | [electronic book] / |
Statement of responsibility, etc. | Peter Christoffersen. |
250 ## - EDITION STATEMENT | |
Edition statement | 2nd ed. |
260 ## - PUBLICATION, DISTRIBUTION, ETC. | |
Place of publication, distribution, etc. | Amsterdam ; |
-- | Boston : |
Name of publisher, distributor, etc. | Academic Press, |
Date of publication, distribution, etc. | c2012 |
300 ## - PHYSICAL DESCRIPTION | |
Extent | p. |
Dimensions | cm. |
505 0# - FORMATTED CONTENTS NOTE | |
Formatted contents note | Part I: Background Risk Management and Financial Returns The Dangers of VaR and Historical Simulation. A Primer on Financial Econometrics. NEW Part 2: Portfolio Level Risk Models Volatility Modeling using Daily Returns Volatility Modeling using Intraday Returns. NEW Modeling the Conditional Distribution Part 3: Asset Level Risk Models Correlation Modeling Copula Models and Integrated Risk Management. NEW Simulating the Term Structure of Risk Part 4: Further Topics Option Pricing Option Risk Management CDS Pricing and Credit Risk Management. NEW Backtesting and Stress Testing. |
520 ## - SUMMARY, ETC. | |
Summary, etc. | The Second Edition of this best-selling book expands its advanced approach to financial risk models by covering market, credit, and integrated risk. With new data that cover the recent financial crisis, it combines Excel-based empirical exercises at the end of each chapter with online exercises so readers can use their own data. Its unified GARCH modeling approach, empirically sophisticated and relevant yet easy to implement, sets this book apart from others. Four new chapters and updated end-of-chapter questions and exercises, as well as Excel-solutions manual and PowerPoint slides, support its step-by-step approach to choosing tools and solving problems. Examines market risk, credit risk, and operational risk Provides exceptional coverage of GARCH models Features online Excel-based empirical exercises. |
533 ## - REPRODUCTION NOTE | |
Type of reproduction | Electronic reproduction. |
Place of reproduction | Amsterdam : |
Agency responsible for reproduction | Elsevier Science & Technology, |
Date of reproduction | 2011. |
Note about reproduction | Mode of access: World Wide Web. |
-- | System requirements: Web browser. |
-- | Title from title screen (viewed on Nov. 29, 2011). |
-- | Access may be restricted to users at subscribing institutions. |
650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM | |
Topical term or geographic name entry element | Financial risk management. |
655 #7 - INDEX TERM--GENRE/FORM | |
Genre/form data or focus term | Electronic books. |
Source of term | local |
710 2# - ADDED ENTRY--CORPORATE NAME | |
Corporate name or jurisdiction name as entry element | ScienceDirect (Online service) |
856 40 - ELECTRONIC LOCATION AND ACCESS | |
Uniform Resource Identifier | <a href="https://www-sciencedirect-com.ezproxy.lit.ie/science/book/9780123744487">https://www-sciencedirect-com.ezproxy.lit.ie/science/book/9780123744487</a> |
Link text | ScienceDirect eBook |
902 ## - LOCAL DATA ELEMENT B, LDB (RLIN) | |
a | 120815 |
907 ## - LOCAL DATA ELEMENT G, LDG (RLIN) | |
a | .b11428442 |
b | ebook |
c | ebook |
942 ## - ADDED ENTRY ELEMENTS (KOHA) | |
Suppress in OPAC | 0 |
Source of classification or shelving scheme | Dewey Decimal Classification |
998 ## - LOCAL CONTROL INFORMATION (RLIN) | |
Operator's initials, OID (RLIN) | 0 |
Cataloger's initials, CIN (RLIN) | 111210 |
First Date, FD (RLIN) | m |
Local | @ |
-- | - |
-- | 0 |
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