MARC

LEADER 00000cam a2200000Mi 4500
001 OR_ocn932062501
003 OCoLC
005 20231017213018.0
006 m o d
007 cr |||||||||||
008 151105s2006 xx eo 000 0 eng d
040 |a NLE  |b eng  |e rda  |c NLE  |d OCLCQ  |d UKMGB  |d OCLCO 
015 |a GBC334887  |2 bnb 
016 7 |a 017616388  |2 Uk 
020 |a 9781134469314  |q (EPUB) 
020 |a 1134469314  |q (EPUB) 
029 1 |a AU@  |b 000071517519 
029 1 |a UKMGB  |b 017616388 
035 |a (OCoLC)932062501 
037 |a 9781134469314  |b Ingram Content Group 
082 0 4 |a 332/.01/5195  |2 21 
049 |a UAMI 
100 1 |a Los, Cornelis,  |e author. 
245 1 0 |a Financial Market Risk :  |b Measurement and Analysis /  |c Cornelis Los. 
264 1 |b Routledge,  |c 2006. 
300 |a 1 online resource (496 pages) 
336 |a text  |b txt  |2 rdacontent 
337 |a computer  |b c  |2 rdamedia 
338 |a online resource  |b cr  |2 rdacarrier 
490 1 |a Routledge international studies in money and banking ;  |v 24 
505 0 |a Pt. I. Financial risk processes -- 1. Risk -- asset class, horizon and time -- 2. Competing financial market hypotheses -- 3. Stable scaling distributions in finance -- 4. Persistence of financial risk -- Pt. II. Financial risk measurement -- 5. Frequency analysis of financial risk -- 6. Fourier time-frequency analysis of risk -- 7. Wavelet time-scale analysis of risk -- 8. Multiresolution analysis of local risk -- Pt. III. Term structure dynamics -- 9. Chaos -- nonunique equilibria processes -- 10. Measuring term structure dynamics -- 11. Simulation of financial turbulence -- Pt. IV. Financial risk management -- 12. Managing VaR and extreme values -- App. A. Original scaling in financial economics -- App. B. S&P500 daily closing prices for 1988. 
590 |a O'Reilly  |b O'Reilly Online Learning: Academic/Public Library Edition 
650 0 |a Hedging (Finance) 
650 0 |a Risk management. 
650 2 |a Risk Management 
650 6 |a Couverture (Finances) 
650 6 |a Gestion du risque. 
650 7 |a risk management.  |2 aat 
650 7 |a BUSINESS & ECONOMICS  |x Economics  |x General.  |2 bisacsh 
650 7 |a BUSINESS & ECONOMICS  |x Finance.  |2 bisacsh 
650 7 |a Hedging (Finance)  |2 fast 
650 7 |a Risk management  |2 fast 
650 1 7 |a Hedging.  |2 gtt 
650 1 7 |a Risk management.  |2 gtt 
650 1 7 |a Dynamische modellen.  |2 gtt 
650 1 7 |a Stochastische processen.  |2 gtt 
650 7 |a Hedging (Finance)  |2 nli 
650 7 |a Risk management.  |2 nli 
650 7 |a Financial risk management.  |2 nli 
650 7 |a Couverture (finances)  |x Mathématiques.  |2 ram 
650 7 |a Gestion du risque.  |2 ram 
830 0 |a Routledge international studies in money and banking ;  |v 24. 
856 4 0 |u https://learning.oreilly.com/library/view/~/9780415278669/?ar  |z Texto completo (Requiere registro previo con correo institucional) 
994 |a 92  |b IZTAP