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20231017213018.0 |
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151105s2006 xx eo 000 0 eng d |
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|a NLE
|b eng
|e rda
|c NLE
|d OCLCQ
|d UKMGB
|d OCLCO
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|a GBC334887
|2 bnb
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|a 017616388
|2 Uk
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|a 9781134469314
|q (EPUB)
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|a 1134469314
|q (EPUB)
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|a AU@
|b 000071517519
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|a UKMGB
|b 017616388
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|a (OCoLC)932062501
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|a 9781134469314
|b Ingram Content Group
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|a 332/.01/5195
|2 21
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|a UAMI
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|a Los, Cornelis,
|e author.
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|a Financial Market Risk :
|b Measurement and Analysis /
|c Cornelis Los.
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|b Routledge,
|c 2006.
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300 |
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|a 1 online resource (496 pages)
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336 |
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|a text
|b txt
|2 rdacontent
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|a computer
|b c
|2 rdamedia
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|a online resource
|b cr
|2 rdacarrier
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490 |
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|a Routledge international studies in money and banking ;
|v 24
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|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.
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590 |
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|a O'Reilly
|b O'Reilly Online Learning: Academic/Public Library Edition
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650 |
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|a Hedging (Finance)
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650 |
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|a Risk management.
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650 |
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2 |
|a Risk Management
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650 |
|
6 |
|a Couverture (Finances)
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650 |
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6 |
|a Gestion du risque.
|
650 |
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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
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650 |
|
7 |
|a Hedging (Finance)
|2 fast
|
650 |
|
7 |
|a Risk management
|2 fast
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650 |
1 |
7 |
|a Hedging.
|2 gtt
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650 |
1 |
7 |
|a Risk management.
|2 gtt
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650 |
1 |
7 |
|a Dynamische modellen.
|2 gtt
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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
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830 |
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0 |
|a Routledge international studies in money and banking ;
|v 24.
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856 |
4 |
0 |
|u https://learning.oreilly.com/library/view/~/9780415278669/?ar
|z Texto completo (Requiere registro previo con correo institucional)
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994 |
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|a 92
|b IZTAP
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