Risk management in finance : first risklab international conference
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<title>Risk management in finance</title>
<subTitle>: first risklab international conference</subTitle>
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<namePart>Carrillo Menéndez, Santiago, ed.</namePart>
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<namePart>Sánchez Calle, Antonio, ed.</namePart>
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<namePart>Seco, Luis, ed.</namePart>
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<dateIssued encoding="marc">2005</dateIssued>
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<publisher>Fundación BBVA</publisher>
<dateIssued>D.L. 2005</dateIssued>
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<extent>212 p. 23 cm</extent>
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<abstract>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.</abstract>
<note type="statement of responsibility">Santiago Carrillo Menéndez, Antonio Sánchez Calle, Luis Seco (eds.)</note>
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<topic>Gerencia de riesgos</topic>
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<topic>Riesgo crediticio</topic>
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<topic>Entidades financieras</topic>
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<topic>Basilea II</topic>
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<topic>Banca</topic>
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<topic>Valoración de riesgos</topic>
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