Cargando…
The world of risk management /
Risk management is a foundation discipline for the prudent conduct of investment management. Being effective requires ongoing evolution and adaptation. In The World of Risk Management, an expert team of contributors that include Nobel Prize laureates Robert C Merton and Harry M Markowitz addresses t...
| Clasificación: | Libro Electrónico |
|---|---|
| Otros Autores: | |
| Formato: | Electrónico eBook |
| Idioma: | Inglés |
| Publicado: |
Hackensack, NJ ; London :
World Scientific Pub.,
©2006.
|
| Temas: | |
| Acceso en línea: | Texto completo |
MARC
| LEADER | 00000cam a2200000 a 4500 | ||
|---|---|---|---|
| 001 | EBSCO_ocn228170009 | ||
| 003 | OCoLC | ||
| 005 | 20231017213018.0 | ||
| 006 | m o d | ||
| 007 | cr cn||||||||| | ||
| 008 | 051102s2006 njua ob 000 0 eng | ||
| 010 | |z 2005056971 | ||
| 040 | |a Nz |b eng |e pn |c UV0 |d OCLCQ |d N$T |d YDXCP |d IDEBK |d OCLCQ |d DKDLA |d CCO |d E7B |d OCLCQ |d OCLCF |d OCLCO |d OCLCQ |d AZK |d LOA |d JBG |d COCUF |d AGLDB |d MOR |d PIFBR |d OCLCQ |d U3W |d STF |d VNS |d WRM |d VTS |d VT2 |d AU@ |d OCLCQ |d M8D |d UKAHL |d HS0 |d OCLCQ |d K6U |d UKCRE |d OCLCQ |d OCLCO |d OCLCQ |d INARC |d OCLCO | ||
| 019 | |a 77701558 |a 148811226 |a 228170010 |a 473747211 |a 475813090 |a 568007660 |a 648231256 |a 756541522 |a 888562389 |a 961581666 |a 962620245 |a 966250366 |a 988535104 |a 991907652 |a 1037788901 |a 1038689811 |a 1055407858 |a 1081289084 |a 1153516859 |a 1228567757 |a 1319801924 | ||
| 020 | |a 9812700862 |q (electronic bk.) | ||
| 020 | |a 9789812700865 |q (electronic bk.) | ||
| 020 | |a 9789812565174 | ||
| 020 | |a 9812565175 | ||
| 020 | |z 9812565175 | ||
| 029 | 0 | |a NZ1 |b 12061367 | |
| 029 | 1 | |a AU@ |b 000053005813 | |
| 029 | 1 | |a DEBBG |b BV043097737 | |
| 029 | 1 | |a DEBSZ |b 422238112 | |
| 029 | 1 | |a YDXCP |b 2507486 | |
| 035 | |a (OCoLC)228170009 |z (OCoLC)77701558 |z (OCoLC)148811226 |z (OCoLC)228170010 |z (OCoLC)473747211 |z (OCoLC)475813090 |z (OCoLC)568007660 |z (OCoLC)648231256 |z (OCoLC)756541522 |z (OCoLC)888562389 |z (OCoLC)961581666 |z (OCoLC)962620245 |z (OCoLC)966250366 |z (OCoLC)988535104 |z (OCoLC)991907652 |z (OCoLC)1037788901 |z (OCoLC)1038689811 |z (OCoLC)1055407858 |z (OCoLC)1081289084 |z (OCoLC)1153516859 |z (OCoLC)1228567757 |z (OCoLC)1319801924 | ||
| 050 | 4 | |a HG4521 |b .W6267 2006eb | |
| 072 | 7 | |a BUS |x 036000 |2 bisacsh | |
| 082 | 0 | 4 | |a 332.6 |2 22 |
| 084 | |a 85.30 |2 bcl | ||
| 049 | |a UAMI | ||
| 245 | 0 | 4 | |a The world of risk management / |c editor, H. Gifford Fong. |
| 260 | |a Hackensack, NJ ; |a London : |b World Scientific Pub., |c ©2006. | ||
| 300 | |a 1 online resource (xiv, 218 pages) : |b illustrations | ||
| 336 | |a text |b txt |2 rdacontent | ||
| 337 | |a computer |b c |2 rdamedia | ||
| 338 | |a online resource |b cr |2 rdacarrier | ||
| 347 | |a data file | ||
| 504 | |a Includes bibliographical references. | ||
| 588 | 0 | |a Print version record. | |
| 520 | |a Risk management is a foundation discipline for the prudent conduct of investment management. Being effective requires ongoing evolution and adaptation. In The World of Risk Management, an expert team of contributors that include Nobel Prize laureates Robert C Merton and Harry M Markowitz addresses the important issues arising in the practice of risk management. A common thread among these distinguished articles is a rigorous theoretical or conceptual basis. Illustrated with full color figures throughout, they discuss topics ranging from broad policy considerations to detailed how-to prescriptions, providing professionals and academics with useful practical implementations. | ||
| 505 | 0 | |a Ch. 1. Design of financial systems : towards a synthesis of function and structure / Robert C. Merton and Zvi Bodie -- ch. 2. Asset/liability management and enterprise risk management of an insurer / Thomas S.Y. Ho -- ch. 3. It's 11 pm -- Do you know where your liquidity is? The mean-variance-liquidity frontier / Andrew W. Lo, Constantin Petrov and Martin Wierzbicki -- ch. 4. Time diversification / Jack L. Treynor -- ch. 5. A practical framework for portfolio choice / Richard O. Michaud -- ch. 6. A Markov chain Monte Carlo method for derivative pricing and risk assessment / Sanjiv R. Das and Alistair Sinclair -- ch. 7. Active risk and information ratio / Edward Qian and Ronald Hua -- ch. 8. The year-end price of risk in a market for liquidity / Mark D. Griffiths and Drew B. Winters -- ch. 9. Resampled frontiers versus diffuse Bayes : an experiment / Harry M. Markowitz and Nilufer Usmen -- ch. 10. Fund managers may cause their benchmarks to be priced "Risks" / Michael Stutzer. | |
| 590 | |a eBooks on EBSCOhost |b EBSCO eBook Subscription Academic Collection - Worldwide | ||
| 650 | 0 | |a Investments. | |
| 650 | 0 | |a Derivative securities. | |
| 650 | 0 | |a Portfolio management. | |
| 650 | 0 | |a Asset-liability management. | |
| 650 | 0 | |a Risk management. | |
| 650 | 2 | |a Investments | |
| 650 | 2 | |a Risk Management | |
| 650 | 6 | |a Investissements. | |
| 650 | 6 | |a Instruments dérivés (Finances) | |
| 650 | 6 | |a Gestion de portefeuille. | |
| 650 | 6 | |a Gestion des actifs et des passifs. | |
| 650 | 6 | |a Gestion du risque. | |
| 650 | 7 | |a risk management. |2 aat | |
| 650 | 7 | |a BUSINESS & ECONOMICS |x Investments & Securities |x General. |2 bisacsh | |
| 650 | 7 | |a Asset-liability management |2 fast | |
| 650 | 7 | |a Derivative securities |2 fast | |
| 650 | 7 | |a Investments |2 fast | |
| 650 | 7 | |a Portfolio management |2 fast | |
| 650 | 7 | |a Risk management |2 fast | |
| 650 | 1 | 7 | |a Risk management. |2 gtt |
| 700 | 1 | |a Fong, H. Gifford. | |
| 776 | 0 | 8 | |i Print version: |t World of risk management. |d Hackensack, NJ ; London : World Scientific Pub., ©2006 |w (DLC) 2005056971 |
| 856 | 4 | 0 | |u https://ebsco.uam.elogim.com/login.aspx?direct=true&scope=site&db=nlebk&AN=174731 |z Texto completo |
| 936 | |a BATCHLOAD | ||
| 938 | |a Askews and Holts Library Services |b ASKH |n AH24683751 | ||
| 938 | |a EBSCOhost |b EBSC |n 174731 | ||
| 938 | |a YBP Library Services |b YANK |n 2507486 | ||
| 938 | |a Internet Archive |b INAR |n worldofriskmanag0000unse | ||
| 994 | |a 92 |b IZTAP | ||