Correlation Risk Modeling and Management : (Record no. 91005)
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| 000 -LEADER | |
|---|---|
| fixed length control field | 02127nam a2200313Ia 4500 |
| 001 - CONTROL NUMBER | |
| control field | 343731 |
| 003 - CONTROL NUMBER IDENTIFIER | |
| control field | 0000000000 |
| 005 - DATE AND TIME OF LATEST TRANSACTION | |
| control field | 20211104091511.0 |
| 008 - FIXED-LENGTH DATA ELEMENTS--GENERAL INFORMATION | |
| fixed length control field | 130918s2014 si a b 001 0 eng d |
| 020 ## - INTERNATIONAL STANDARD BOOK NUMBER | |
| International Standard Book Number | 9781118796900;111879690X |
| 035 ## - SYSTEM CONTROL NUMBER | |
| System control number | (OCoLC)858362053 |
| 040 ## - CATALOGING SOURCE | |
| Original cataloging agency | BTCTA |
| Transcribing agency | BTCTA |
| Description conventions | rda |
| 050 ## - LIBRARY OF CONGRESS CALL NUMBER | |
| Classification number | HG 106 |
| Item number | .M45 2014 |
| 100 ## - MAIN ENTRY--PERSONAL NAME | |
| Personal name | Meissner, Gunter, |
| Dates associated with a name | -1957 |
| 9 (RLIN) | 127360 |
| 245 #0 - TITLE STATEMENT | |
| Title | Correlation Risk Modeling and Management : |
| Remainder of title | An Applied Guide Including the Basel III Correlation Framework - With Interactive Correlation Models in ExcelΓäù╩╛ / Vba / |
| Statement of responsibility, etc. | Gunter Meissner. |
| 264 ## - PRODUCTION, PUBLICATION, DISTRIBUTION, MANUFACTURE, AND COPYRIGHT NOTICE | |
| Place of production, publication, distribution, manufacture | Singapore : |
| Name of producer, publisher, distributor, manufacturer | John Wiley & Sons, |
| Date of production, publication, distribution, manufacture, or copyright notice | 2014 |
| 300 ## - PHYSICAL DESCRIPTION | |
| Extent | xix, 330 pages : |
| Other physical details | illustrations |
| Dimensions | 24 cm. |
| 336 ## - CONTENT TYPE | |
| Content type term | text |
| Source | rdacontent |
| 337 ## - MEDIA TYPE | |
| Media type term | unmediated |
| Source | rdamedia |
| 338 ## - CARRIER TYPE | |
| Carrier type term | volume |
| Source | rdacarrier |
| 504 ## - BIBLIOGRAPHY, ETC. NOTE | |
| Bibliography, etc | Includes bibliographical references and index |
| 520 ## - SUMMARY, ETC. | |
| Summary, etc. | ΓÇóFeatures interactive models in Excel/VBA, an accompanying website with further materials, and problems and questions at the end of each chapter. --Amazon.co.uk |
| 520 ## - SUMMARY, ETC. | |
| Summary, etc. | ΓÇóIncludes the Basel III correlation framework |
| 520 ## - SUMMARY, ETC. | |
| Summary, etc. | A thorough guide to correlation risk and its growing importance in global financial markets. Ideal for anyone studying for CFA, PRMIA, CAIA, or other certifications, Correlation Risk Modeling and Management is the first rigorous guide to the topic of correlation risk. A relatively overlooked type of risk until it caused major unexpected losses during the financial crisis of 2007 through 2009, correlation risk has become a major focus of the risk management departments in major financial institutions, particularly since Basel III specifically addressed correlation risk with new regulations. This offers a rigorous explanation of the topic, revealing new and updated approaches to modelling and risk managing correlation risk. ΓÇóOffers comprehensive coverage of a topic of increasing importance in the financial world |
| 650 ## - SUBJECT ADDED ENTRY--TOPICAL TERM | |
| Topical term or geographic name as entry element | Correlation (Statistics) |
| 9 (RLIN) | 88623 |
| 650 ## - SUBJECT ADDED ENTRY--TOPICAL TERM | |
| Topical term or geographic name as entry element | Financial risk |
| 9 (RLIN) | 93665 |
| 942 ## - ADDED ENTRY ELEMENTS (KOHA) | |
| Koha item type | |
No items available.
