Q&A : collaborating for change
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| Tag | 1 | 2 | Valor |
|---|---|---|---|
| LDR | 00000cab a2200000 4500 | ||
| 001 | MAP20110039448 | ||
| 003 | MAP | ||
| 005 | 20110706140940.0 | ||
| 008 | 110606e20110503esp|||p |0|||b|spa d | ||
| 040 | $aMAP$bspa$dMAP | ||
| 084 | $a7 | ||
| 100 | $0MAPA20080644864$aPengelly, Mark | ||
| 245 | 0 | 0 | $aQ&A$b: collaborating for change$cMark Pengelly |
| 520 | $aMonte Carlo simulation of credit-risky portfolios can be computationally intensive when calculating risk measeures. Here, Mikhail Voropaev builds an analyitical framework for calculating value-at-risk and expected shortfall for these portolios that significantly reduces the required computation | ||
| 650 | 1 | $0MAPA20080591182$aGerencia de riesgos | |
| 650 | 1 | $0MAPA20080586454$aModelos analíticos | |
| 650 | 1 | $0MAPA20080608606$aSimulación Monte Carlo | |
| 650 | 1 | $0MAPA20080602437$aMatemática del seguro | |
| 650 | 1 | $0MAPA20080592042$aModelos matemáticos | |
| 700 | $0MAPA20110018580$aVoropaev, Mikhail | ||
| 773 | 0 | $wMAP20077002387$tRisk : risk management, derivatives, structured products$dSouthwick, West Sussex : Incisive Financial Publishing, 2007-$x0952-8776$g03/05/2011 Tomo 24 Número 5 - 2011 |