Financial risk manager FRM part II : market risk measurement and management. (Record no. 6608)
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| 000 -LEADER | |
|---|---|
| fixed length control field | 01738nam a2200229 a 4500 |
| 001 - CONTROL NUMBER | |
| control field | 30308 |
| 003 - CONTROL NUMBER IDENTIFIER | |
| control field | 0000000000 |
| 005 - DATE AND TIME OF LATEST TRANSACTION | |
| control field | 20240411192455.0 |
| 008 - FIXED-LENGTH DATA ELEMENTS--GENERAL INFORMATION | |
| fixed length control field | 190116n 000 0 eng d |
| 020 ## - INTERNATIONAL STANDARD BOOK NUMBER | |
| International Standard Book Number | 9781269625623 |
| 245 10 - TITLE STATEMENT | |
| Title | Financial risk manager FRM part II : market risk measurement and management. |
| 250 ## - EDITION STATEMENT | |
| Edition statement | 3rd Custom Edition. |
| 260 ## - PUBLICATION, DISTRIBUTION, ETC. | |
| Place of publication, distribution, etc. | Boston, MA : |
| Name of publisher, distributor, etc. | Pearson Learning Solutions, |
| Date of publication, distribution, etc. | 2014. |
| 300 ## - PHYSICAL DESCRIPTION | |
| Extent | xi, 335 p. ; |
| Dimensions | 28 cm. |
| 505 0# - FORMATTED CONTENTS NOTE | |
| Formatted contents note | Estimating market risk measures -- non-parametric approaches -- Appendix - modeling dependence : correlations and copulas -- Parametric approaches (II) : extreme value -- Backtesting VAR -- VAR mapping -- The best of both worlds -- Incorporating volatility updating into the historical simulation method for value-at-risk -- Messages from the academic literature on risk management for the trading book -- LIBOR vs. OIS : the derivatives discounting dilemma -- The science of term structure models -- The evolution of the short rates and the shape of the term structure -- The art of term structure models : drift -- The art of term structure models : volatility and distribution -- volatility smiles -- Exotic options -- Basic of residential mortgage backed securities -- Overview of mortgages and the consumer mortgage market -- Overview of the mortgage-backed securities market -- Techniques for valuing MBS. |
| 650 #7 - SUBJECT ADDED ENTRY--TOPICAL TERM | |
| Topical term or geographic name entry element | Capital market. |
| Source of heading or term | sears |
| 650 #7 - SUBJECT ADDED ENTRY--TOPICAL TERM | |
| Topical term or geographic name entry element | Capital market. |
| Source of heading or term | sears |
| 650 #7 - SUBJECT ADDED ENTRY--TOPICAL TERM | |
| Topical term or geographic name entry element | Risk management. |
| Source of heading or term | sears |
| 700 1# - ADDED ENTRY--PERSONAL NAME | |
| Personal name | Global Association of Risk Professionals. |
| Withdrawn status | Lost status | Damaged status | Not for loan | Home library | Current library | Shelving location | Date acquired | Source of acquisition | Inventory number | Full call number | Barcode | Date last seen | Price effective from | Koha item type |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Main-Graduate School Library | Main-Graduate School Library | General Circulation | 01/16/2019 | MAIN-Alumni | 3190 | 332.6 G562m | 3BPSU000428990 | 08/07/2024 | 03/07/2024 | Books |