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04364nam a2200673 4500 |
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ocn904400144 |
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20170124072317.4 |
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150303s2015 nju o 001 0 eng |
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|a 2015009043
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|a 9781118738221 (epub)
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|a 9781118738405 (pdf)
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|a MAIN
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|a Zopounidis, Constantin.
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|a Quantitative financial risk management :
|b theory and practice /
|c Constantin Zopounidis, Emilios Galariotis.
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|a Hoboken, New Jersey :
|b Wiley,
|c 2015.
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| 300 |
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|a 1 online resource.
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| 336 |
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|a text
|2 rdacontent
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|a computer
|2 rdamedia
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|a online resource
|2 rdacarrier
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1 |
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|a The Frank J. Fabozzi series
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|a Includes index.
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|a Machine generated contents note: Preface About the Editors Section I: Supervisory Risk Management Chapter 1: Measuring Systemic Risk: Structural Approaches Raimund M. Kovacevic and Georg Ch. Pflug Chapter 2: Supervisory Requirements and Expectations for Portfolio-Level Counterparty Credit Risk Measurement and Management Michael Jacobs Jr. Chapter 3: Nonperforming Loans in the Bank Production Technology Hirofumi Fukuyama and William L. Weber Section II: Risk Models and Measures Chapter 4: A Practical Guide to Regime Switching in Financial Economics Iain Clacher, Mark Freeman, David Hillier, Malcolm Kemp, and Qi Zhang Chapter 5: Output Analysis and Stress Testing for Risk-Constrained Portfolios Jitka Dupa a and Milos Kopa Chapter 6: Risk Measures and Management in the Energy Sector Marida Bertocchi, Rosella Giacometti, and Maria Teresa Vespucci Section III: Portfolio Management Chapter 7: Portfolio Optimization: Theory and Practice William T. Ziemba Chapter 8: Portfolio Optimization and Transaction Costs Renata Mansini, Wlodzimierz Ogryczak, and M. Grazia Speranza Chapter 9: Statistical Properties and Tests of Efficient Frontier Portfolios Chris J Adcock Section IV: Credit Risk Modeling Chapter 10: Stress Testing for Portfolio Credit Risk: Supervisory Expectations and Practices Michael Jacobs Jr. Chapter 11: A Critique of Credit Risk Models with Evidence from Mid-Cap Firms David E. Allen. Robert J. Powell, and Abhay K. Singh Chapter 12: Predicting Credit Ratings Using a Robust Multicriteria Approach Constantin Zopounidis Section V: Financial Markets Chapter 13: Parameter Analysis of the VPIN (Volume-Synchronized Probability of Informed Trading) Metric Jung Heon Song, Kesheng Wu, and Horst D. Simon Chapter 14: Covariance Specification Tests for Multivariate GARCH Models Gregory Koutmos Chapter 15: Accounting Information in the Prediction of Securities Class Actions Vassiliki Balla About the Contributors Index .
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| 588 |
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|a Description based on print version record and CIP data provided by publisher.
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| 504 |
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|a Includes bibliographical references and index.
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| 650 |
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|a Financial risk management.
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| 650 |
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7 |
|a BUSINESS & ECONOMICS / Finance.
|2 bisacsh
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| 650 |
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7 |
|a Financial risk management.
|2 fast
|0 (OCoLC)fst01739657
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| 655 |
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4 |
|a Electronic books.
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| 655 |
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0 |
|a Electronic books.
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| 700 |
1 |
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|a Galariotis, Emilios.
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| 776 |
0 |
8 |
|i Print version:
|a Zopounidis, Constantin.
|t Quantitative financial risk management
|d Hoboken, New Jersey : Wiley, 2015
|z 9781118738184
|w (DLC) 2015005400
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| 830 |
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0 |
|a Frank J. Fabozzi series.
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| 856 |
4 |
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|u https://doi.org/10.1002/9781119080305
|z Full Text via HEAL-Link
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| 994 |
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|a 92
|b DG1
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