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Risk management in finance : first risklab international conference

Section: Books
Title: Risk management in finance : first risklab international conference / Santiago Carrillo Menéndez, Antonio Sánchez Calle, Luis Seco (eds.)
Publication: Bilbao : Fundación BBVA, D.L. 2005Physical description: 212 p. ; 23 cmNotes: The tail that wags the dog: integrating credit risk in asset portfolios -- Portfolio optimization under credit risk -- Understanding stochastic exposures and LGDs in portfolio credit risk -- Credit risk modelling and Basel II -- Non-Gaussian mark to future for energy forwards and futures -- Optimal design of weather derivatives -- Computational tools for the analysis of market risk -- Content-tables -- Content-figures.Materia / lugar / evento: Gerencia de riesgos Riesgo crediticio Entidades financieras Basilea II Banca Valoración de riesgos Otros autores: Carrillo Menéndez, Santiago, ed.
Sánchez Calle, Antonio, ed.
Seco, Luis, ed.
Other categories: 7Standard numbers: DL M. 22.019-2005ISBN 84-88562-14-4
Referencias externas:
Holdings:
FUNDACIÓN MAPFRE. Centro de Documentación
FUNDACIÓN MAPFRE. Centro de Documentación
FUNDACIÓN MAPFRE. Centro de Documentación — Signature: 7 RIS RIS — Record number: 041957
Loan: AvailableAvailable