| LDR | | | 00000nam a2200000 i 4500 |
| 001 | | | MAP20070043526 |
| 003 | | | MAP |
| 005 | | | 20080417191549.0 |
| 008 | | | 071116s2000 esp 000|0spa |
| 020 | | | $a1-899-332-74-X |
| 040 | | | $aMAP$bspa |
| 084 | | | $a7 |
| 245 | 1 | 0 | $aExtremes and integrated risk management$cedited by Paul Embrechts |
| 260 | | | $aLondon$bRisk Books$ccop. 2000 |
| 300 | | | $aXXVIII, 273 p.$c30 cm. |
| 520 | 8 | | $aExtreme value theory for risk managers -- Measuring risk with extreme value theory -- Adaptive threshold selection in tail index estimation -- Pitfalls and opportunities in the use of extreme value theory in risk management -- Modelling multivariate extremes -- Correlation: pitfalls and alternatives -- Thinking coherently -- Value-at-risk and extreme returns -- Reading the riskometer -- Extreme value theory: an empirical analysis of equity risk -- From value-at-risk to stress-testing: the extreme value approach -- Is it really long memory we see in financial returns? -- Multivariate extremes for foreign exchange data -- Extremal spill-overs in equity markets -- Modelling and measuring operational risk -- Extreme value statistics and wind storm losses: a case study -- Bayesian risk analysis -- Developing scenarios for future extreme losses using the peaks-over-threshold method. |
| 650 | | 1 | $0MAPA20080591182$aGerencia de riesgos |
| 650 | | 1 | $0MAPA20080588953$aAnálisis de riesgos |
| 650 | | 1 | $0MAPA20080602642$aModelos de simulación |
| 650 | 1 | 1 | $0MAPA20080594671$aAnálisis estadístico |
| 650 | 1 | 1 | $0MAPA20080611613$aModelos probabílisticos |
| 700 | 1 | | $0MAPA20080129989$aEmbrechts, Paul |
| 856 | | | $yMÁS INFORMACIÓN$umailto:centrodocumentacion@fundacionmapfre.org?subject=Consulta%20de%20una%20publicaci%C3%B3n%20&body=Necesito%20m%C3%A1s%20informaci%C3%B3n%20sobre%20este%20documento%3A%20%0A%0A%5Banote%20aqu%C3%AD%20el%20titulo%20completo%20del%20documento%20del%20que%20desea%20informaci%C3%B3n%20y%20nos%20pondremos%20en%20contacto%20con%20usted%5D%20%0A%0AGracias%20%0A |
