Handbook of financial risk management / (Record no. 128858)
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| 000 -LEADER | |
|---|---|
| fixed length control field | 02972cam a2200421Ii 4500 |
| 001 - CONTROL NUMBER | |
| control field | 9781315144597 |
| 003 - CONTROL NUMBER IDENTIFIER | |
| control field | FlBoTFG |
| 005 - DATE AND TIME OF LATEST TRANSACTION | |
| control field | 20220509193040.0 |
| 006 - FIXED-LENGTH DATA ELEMENTS--ADDITIONAL MATERIAL CHARACTERISTICS--GENERAL INFORMATION | |
| fixed length control field | m o d |
| 007 - PHYSICAL DESCRIPTION FIXED FIELD--GENERAL INFORMATION | |
| fixed length control field | cr cnu|||unuuu |
| 008 - FIXED-LENGTH DATA ELEMENTS--GENERAL INFORMATION | |
| fixed length control field | 200429s2020 flu of 000 0 eng d |
| 040 ## - CATALOGING SOURCE | |
| Original cataloging agency | OCoLC-P |
| Language of cataloging | eng |
| Description conventions | rda |
| -- | pn |
| Transcribing agency | OCoLC-P |
| 020 ## - INTERNATIONAL STANDARD BOOK NUMBER | |
| International Standard Book Number | 9781315144597 |
| -- | (electronic bk.) |
| 020 ## - INTERNATIONAL STANDARD BOOK NUMBER | |
| International Standard Book Number | 131514459X |
| -- | (electronic bk.) |
| 020 ## - INTERNATIONAL STANDARD BOOK NUMBER | |
| Cancelled/invalid ISBN | 9781138501874 |
| 020 ## - INTERNATIONAL STANDARD BOOK NUMBER | |
| International Standard Book Number | 9781351385220 |
| -- | (electronic bk. : EPUB) |
| 020 ## - INTERNATIONAL STANDARD BOOK NUMBER | |
| International Standard Book Number | 1351385224 |
| -- | (electronic bk. : EPUB) |
| 020 ## - INTERNATIONAL STANDARD BOOK NUMBER | |
| International Standard Book Number | 9781351385237 |
| -- | (electronic bk. : PDF) |
| 020 ## - INTERNATIONAL STANDARD BOOK NUMBER | |
| International Standard Book Number | 1351385232 |
| -- | (electronic bk. : PDF) |
| 035 ## - SYSTEM CONTROL NUMBER | |
| System control number | (OCoLC)1152525247 |
| 035 ## - SYSTEM CONTROL NUMBER | |
| System control number | (OCoLC-P)1152525247 |
| 050 #4 - LIBRARY OF CONGRESS CALL NUMBER | |
| Classification number | HD61 |
| Item number | .R663 2020eb |
| 082 04 - DEWEY DECIMAL CLASSIFICATION NUMBER | |
| Classification number | 658.15/5 |
| Edition number | 23 |
| 100 1# - MAIN ENTRY--PERSONAL NAME | |
| Personal name | Roncalli, Thierry, |
| Relator term | author. |
| 245 10 - TITLE STATEMENT | |
| Title | Handbook of financial risk management / |
| Statement of responsibility, etc | Thierry Roncalli. |
| 264 #1 - | |
| -- | Boca Raton, FL : |
| -- | CRC Press, |
| -- | 2020. |
| 300 ## - PHYSICAL DESCRIPTION | |
| Extent | 1 online resource (xxxiv, 1142 pages). |
| 336 ## - | |
| -- | text |
| -- | txt |
| -- | rdacontent |
| 337 ## - | |
| -- | computer |
| -- | c |
| -- | rdamedia |
| 338 ## - | |
| -- | online resource |
| -- | cr |
| -- | rdacarrier |
| 490 1# - SERIES STATEMENT | |
| Series statement | Chapman and Hall/CRC Financial Mathematics Series |
| 505 0# - FORMATTED CONTENTS NOTE | |
| Formatted contents note | 1. Introduction. Part I Risk Management in the Financial Sector. 2. Market Risk. 3. Credit Risk. 4. Counterparty Credit Risk and Collateral Risk. 5. Operational Risk. 6. Liquidity Risk. 7. Asset Liability Management Risk. 8. Systemic Risk and Shadow Banking System. Part II Mathematical and Statistical Tools. 9. Model Risk of Exotic Derivatives. 10. Statistical Inference and Model Estimation. 11. Copulas and Dependence Modeling. 12. Extreme Value Theory. 13. Monte Carlo Simulation Methods. 14. Stress Testing and Scenario Analysis. 15. Credit Scoring Models. ConclusionAppendix |
| 520 ## - SUMMARY, ETC. | |
| Summary, etc | Developed over 20 years of teaching academic courses, the Handbook of Financial Risk Management can be divided into two main parts: risk management in the financial sector; and a discussion of the mathematical and statistical tools used in risk management. This comprehensive text offers readers the chance to develop a sound understanding of financial products and the mathematical models that drive them, exploring in detail where the risks are and how to manage them. Key Features: Written by an author with both theoretical and applied experience Ideal resource for students pursuing a master's degree in finance who want to learn risk management Comprehensive coverage of the key topics in financial risk management Contains 114 exercises, with solutions provided online at www.crcpress.com/9781138501874 |
| 588 ## - | |
| -- | OCLC-licensed vendor bibliographic record. |
| 650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM | |
| Topical term or geographic name as entry element | Financial risk management |
| Form subdivision | Handbooks, manuals, etc. |
| 650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM | |
| Topical term or geographic name as entry element | Risk management |
| General subdivision | Mathematical models |
| Form subdivision | Handbooks, manuals, etc. |
| 856 40 - ELECTRONIC LOCATION AND ACCESS | |
| Materials specified | Taylor & Francis |
| Uniform Resource Identifier | https://www.taylorfrancis.com/books/9781315144597 |
| 856 42 - ELECTRONIC LOCATION AND ACCESS | |
| Materials specified | OCLC metadata license agreement |
| Uniform Resource Identifier | http://www.oclc.org/content/dam/oclc/forms/terms/vbrl-201703.pdf |
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