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Beyond value at risk : the new science of risk management

MARC record
Tag12Value
LDR  00000nam a2200000 i 4500
001  MAP20070030831
003  MAP
005  20081010105350.0
008  980921s1998 gbr 00010 eng d
020  ‎$a‎0-471-97622-9
040  ‎$a‎MAP‎$b‎spa
084  ‎$a‎7
1001 ‎$0‎MAPA20080023379‎$a‎Dowd, Kevin
24510‎$a‎Beyond value at risk‎$b‎: the new science of risk management‎$c‎Kevin Dowd
260  ‎$a‎Chichester [etc.]‎$b‎John Wiley & Sons‎$c‎cop. 1998
300  ‎$a‎XI, 274 p.‎$c‎25 cm
4901 ‎$a‎Wiley frontiers in finance
500  ‎$a‎Glosario: P. 250-255
504  ‎$a‎Bibliografía: P. 256-266
5200 ‎$a‎Introduction to VaR: (The risk management revolution, VaR Basics) -- Different approaches to measuring VaR: (The variance-covariance approach. The historical simulation approach. Monte Carlo simulation and related. Stress testing) -- Risk management: (Risk-adjusting returns and evaluating performance. Decision making. Credit risk; Liquidity, operational and legal risks. Allocating capital. Firm-wide risk management)
65011‎$0‎MAPA20080591182‎$a‎Gerencia de riesgos
65011‎$0‎MAPA20080604394‎$a‎Valoración de riesgos
65011‎$0‎MAPA20080582418‎$a‎Riesgo financiero
65011‎$0‎MAPA20080594671‎$a‎Análisis estadístico
65011‎$0‎MAPA20080602642‎$a‎Modelos de simulación
65011‎$0‎MAPA20080588953‎$a‎Análisis de riesgos
65011‎$0‎MAPA20080608606‎$a‎Simulación Monte Carlo
830 0‎$0‎MAPA20080520977‎$a‎Wiley frontiers in finance
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