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20210625093458.0 |
015 |
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|aGBA909728|2bnb
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019 |
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|a233549575
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020 |
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|a007161513X (hbk.)
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020 |
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|a9780071615136 (hbk.)
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040 |
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|aUKM|cUKM|dBWX|dBTCTA|dBAKER|dYDXCP|dOCLCQ|dPMC|dNLGGC|dCIN|dNOU
|
041 |
0
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|aeng
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050 |
4
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|aHG173|b.V37 2009
|
082 |
04
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|a658.155011|222
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245 |
10
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|aThe VAR Implementation Handbook:|bFinancial Risk & Applications in Asset Management, Measurement, and Modeling/|cGreg N. Gregoriou, editor.|h[electronic resource]/
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260 |
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|aNew York :|bMcGraw-Hill,|cc2009.
|
300 |
|
|axxx, 528 p. :|bill.
|
440 |
0
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|amcgraw-hill e-book
|
490 |
0
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|aMcGraw-Hill finance & investing
|
500 |
|
|aSeries from jacket.
|
504 |
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|aIncludes bibliographical references and index.
|
505 |
0
|
|aCalculating VaR for hedge funds / Monica Billio, Mila Getmansky, and Loriana Pelizzon -- Efficient VaR : using past forecast performance to generate improved VaR forecasts / Kevin Dowd and Carlos Blanco -- Applying VaR to hedge fund trading strategies : limitations and challenges / R. McFall Lamm Jr. -- Cash flow at risk : linking strategy and finance / Ulrich Hommel -- Plausible operational value-at-risk calculations for management decision making / Wilhelm Kross, Ulrich Hommel, and Martin Wiethuechter -- Value-at-risk performance criterion : a performance measure for evaluating value-at-risk models / Zeno Adams and Roland F神s -- Explaining cross-sectional differences in credit default swap spreads : an alternative approach using value at risk / Bastian Breitenfellner and Niklas Wagner -- Some advanced approaches to VaR calculation and measurement / Fran蔞is- 宁ic Racicot and Raymond Th廩ret -- Computational aspects of value at risk / Germ嫕 Navarro and Ignacio Olmeda -- Value-at-risk-based stop-loss trading / Bernd Scherer -- Modeling portfolio risks with time-dependent default rates in venture capital / Andreas Kemmerer, Jan Rietzschel, and Henry Schoenball -- Risk aggregation and computation of total economic capital / Peter Grundke -- Value at risk for high-dimensional portfolios : a dynamic grouped t- copula approach / Dean Fantazzini -- A model to measure portfolio risks in venture capital / Andreas Kemmerer -- Risk measures and their applications in asset management / S. Ilker Birbil ... [et al.] -- Risk evaluation of sectors traded at the ISE with VaR analysis / Mehmet Orhan and G闥han Karaahmet -- Aggregating and combining ratings / Rafael Wei綌ach, Frederik Kramer, and Claudia Lawrenz -- Risk-mananging the uncertainty in VaR model parameters / Jason C. Hsu and Vitali Kalesnik -- Structural credit modeling and its relationship to market value at risk : an Australian sectoral perspective / David E. Allen and Robert Powell -- Model risk in VAR calculations / Peter Schaller -- Option pricing with constant and time-varying volatility / Willi Semmler and Karim M. Youssef -- Value at risk under heterogeneous investment horizons and spatial relations / Viviana Fernandez -- How investors face financial risk loss aversion and wealth allocation with two-dimensional individual utility : a VaR application / Erick W. Rengifo and Emanuela Trifan.
|
650 |
0
|
|aAsset-liability management.
|
650 |
0
|
|aAsset-liability management|xSimulation methods.
|
650 |
0
|
|aFinancial risk management.
|
650 |
0
|
|aFinancial risk management|xSimulation methods.
|
655 |
7
|
|aElectronic books.|2local.
|
700 |
1
|
|aGregoriou, Greg N.,|d1956-.
|
809 |
|
|pEB|dHG173|eV827|y2009
|
856 |
40
|
|uhttps://lb30.libraryandbook.net/Book_detial/EB978007161513601|zClick for full text (McGrawHill)
|