机读格式显示(MARC)

• 000 01891cam a2200421 a 4500

• 001 0000860334

• 003 CAL

• 005 20260920155500.0

• 008 080507s2008 enka b 001 0 eng

• 020 __ |a 9780470997888 (v. 4 : hbk.)

• 020 __ |a 9780470997994 (set)

• 020 __ |a 9780470998014 (v. 2 : hbk.)

• 020 __ |a 0470998016 (v. 2 : hbk.)

• 020 __ |a 9780470998007 (v. 1 : hbk.)

• 020 __ |a 0470998008 (v. 1 : hbk.)

• 020 __ |a 9780470997895 (v. 3 : hbk.)

• 035 __ |a (OCoLC)ocn192027399

• 035 __ |a (UkOxBHB)L3784670

• 040 __ |a UKM |c UKM |d YDXCP |d BAKER |d BWKUK |d BTCTA |d NjP |d CASHLWZ

• 050 _4 |a HD61 |b .A44 2008

• 090 __ |a F830.9/X11:4

• 093 __ |a F830.9 |2 4

• 099 __ |a CAL 022008102431

• 100 1_ |a Alexander, Carol.

• 245 10 |a Market risk analysis |n Volume IV, |p Value-at-risk models / |c Carol Alexander.

• 246 0_ |a Value-at-risk models

• 260 __ |a Chichester, England ; |a Hoboken, N.J. : |b John Wiley & Sons, |c 2008.

• 300 __ |a xlii, 449 pages : |b ill. ; |c 26 cm.+ |e 4 CD-ROM (4 3/4 in.).

• 337 __ |a unmediated |b n |2 rdamedia

• 336 __ |a text |b txt |2 rdacontent

• 338 __ |a volume |b nc |2 rdacarrier

• 490 0_ |a Market risk analysis ; |v volume IV

• 504 __ |a Includes bibliographical references and indexes.

• 505 0_ |a v. 1. Quantitative methods in finance -- v. 2. Practical financial econometrics -- v. 3. Pricing, hedging and trading financial instruments -- v. 4. Value at risk models.

• 520 __ |a Written by leading market risk academic, Professor Carol Alexander, Value-at-Risk Models forms part four of the Market Risk Analysis four volume set. This book covers the full range of techniques for estimating VaR and ETL, including parametric linear and non-linear models, historical simulation, Monte Carlo simulation, and extreme value theory.

• 650 _0 |a Risk management.

• 650 _0 |a Hedging (Finance)

• 920 __ |a 4370400 |z 1