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Extremes and integrated risk management

Registro MARC
Tag12Valor
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
24510‎$a‎Extremes and integrated risk management‎$c‎edited by Paul Embrechts
260  ‎$a‎London‎$b‎Risk Books‎$c‎cop. 2000
300  ‎$a‎XXVIII, 273 p.‎$c‎30 cm.
5208 ‎$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
65011‎$0‎MAPA20080594671‎$a‎Análisis estadístico
65011‎$0‎MAPA20080611613‎$a‎Modelos probabílisticos
7001 ‎$0‎MAPA20080129989‎$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