|
|
|
|
| LEADER |
03371nam a2200637 4500 |
| 001 |
ocn866737234 |
| 003 |
OCoLC |
| 005 |
20170124072326.2 |
| 006 |
m o d |
| 007 |
cr ||||||||||| |
| 008 |
131224s2014 si ob 001 0 eng d |
| 040 |
|
|
|a YDXCP
|b eng
|e pn
|c YDXCP
|d DG1
|d N$T
|d E7B
|d OCLCQ
|d CAUOI
|d B24X7
|d OCLCQ
|d COO
|d OCLCO
|d OCLCQ
|d DEBBG
|d OCLCQ
|d GrThAP
|
| 019 |
|
|
|a 866737572
|
| 020 |
|
|
|a 9781118809204
|q (electronic bk.)
|
| 020 |
|
|
|a 1118809203
|q (electronic bk.)
|
| 020 |
|
|
|a 1118796896
|q (electronic bk.)
|
| 020 |
|
|
|a 9781118796894
|q (electronic bk.)
|
| 020 |
|
|
|a 111879687X
|q (electronic bk.)
|
| 020 |
|
|
|a 9781118796870
|q (electronic bk.)
|
| 020 |
|
|
|a 9781118796900
|
| 020 |
|
|
|a 111879690X
|
| 029 |
1 |
|
|a AU@
|b 000053336554
|
| 029 |
1 |
|
|a CHNEW
|b 000709860
|
| 029 |
1 |
|
|a DEBBG
|b BV042743231
|
| 029 |
1 |
|
|a DEBBG
|b BV043396442
|
| 035 |
|
|
|a (OCoLC)866737234
|z (OCoLC)866737572
|
| 050 |
|
4 |
|a HG106
|
| 072 |
|
7 |
|a BUS
|x 082000
|2 bisacsh
|
| 072 |
|
7 |
|a BUS
|x 041000
|2 bisacsh
|
| 072 |
|
7 |
|a BUS
|x 042000
|2 bisacsh
|
| 072 |
|
7 |
|a BUS
|x 085000
|2 bisacsh
|
| 082 |
0 |
4 |
|a 658.15
|2 23
|
| 049 |
|
|
|a MAIN
|
| 100 |
1 |
|
|a Meissner, Gunter,
|d 1957-
|
| 245 |
1 |
0 |
|a Correlation risk modeling and management :
|b an applied guide including the Basel III correlation framework-- with interactive models in Excel/VBA /
|c Gunter Meissner.
|
| 264 |
|
1 |
|a Singapore :
|b Wiley,
|c [2014]
|
| 264 |
|
4 |
|c ©2014
|
| 300 |
|
|
|a 1 online resource.
|
| 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 Wiley finance series
|
| 504 |
|
|
|a Includes bibliographical references and index.
|
| 588 |
0 |
|
|a Online resource; title from PDF title page (Wiley, viewed Jan. 6, 2014).
|
| 520 |
|
|
|a The first rigorous guide to cover 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. The book offers a rigorous explanation of the topic, revealing new and updated approaches to modelling and risk managing correlation risk. It features interactive models in Excel/VBA, an accompanying website with further materials, and problems and questions at the end of each chapter. The guide is ideal for anyone studying for CFA, PRMIA, CAIA, or other certifications. --
|c Edited summary from book.
|
| 650 |
|
0 |
|a Financial risk
|x Mathematical models.
|
| 650 |
|
0 |
|a Correlation (Statistics)
|
| 650 |
|
7 |
|a BUSINESS & ECONOMICS
|x Industrial Management.
|2 bisacsh
|
| 650 |
|
7 |
|a BUSINESS & ECONOMICS
|x Management.
|2 bisacsh
|
| 650 |
|
7 |
|a BUSINESS & ECONOMICS
|x Management Science.
|2 bisacsh
|
| 650 |
|
7 |
|a BUSINESS & ECONOMICS
|x Organizational Behavior.
|2 bisacsh
|
| 655 |
|
4 |
|a Electronic books.
|
| 776 |
0 |
8 |
|i Print version:
|a Meissner, Gunter.
|t Correlation risk modeling and management : an applied guiincluding the basel III correlation framework-with interactive models in excel/vba.
|d Singapore : John Wiley & Sons, ©2014
|h xix, 330 pages
|k Wiley finance series.
|z 9781118796900
|
| 830 |
|
0 |
|a Wiley finance series.
|
| 856 |
4 |
0 |
|u https://doi.org/10.1002/9781118809204
|z Full Text via HEAL-Link
|
| 994 |
|
|
|a 92
|b DG1
|
