Quantitative risk management: a practical guide to financial risk
Saved in:
| Main Author: | |
|---|---|
| Format: | Book |
| Language: | English |
| Published: |
Hoboken
Wiley
2012
|
| Series: | Wiley finance
|
| Subjects: | |
| Online Access: | Cover image Publisher description Table of contents only Contributor biographical information Inhaltsverzeichnis |
| Item Description: | Includes bibliographical references (pages 533-538) and index |
| Physical Description: | XVIII, 558 S. 24 cm |
| ISBN: | 9781118026588 |
Staff View
MARC
| LEADER | 00000nam a2200000zc 4500 | ||
|---|---|---|---|
| 001 | BV040366789 | ||
| 003 | DE-604 | ||
| 005 | 20121011 | ||
| 007 | t | ||
| 008 | 120816s2012 xxu |||| 00||| eng d | ||
| 010 | |a 2011048533 | ||
| 020 | |a 9781118026588 |9 978-1-11-802658-8 | ||
| 035 | |a (OCoLC)812233391 | ||
| 035 | |a (DE-599)BVBBV040366789 | ||
| 040 | |a DE-604 |b ger |e aacr | ||
| 041 | 0 | |a eng | |
| 044 | |a xxu |c US | ||
| 049 | |a DE-355 | ||
| 050 | 0 | |a HG173 | |
| 082 | 0 | |a 332.1068/1 | |
| 100 | 1 | |a Coleman, Thomas S. |d 1955- |e Verfasser |0 (DE-588)17065821X |4 aut | |
| 245 | 1 | 0 | |a Quantitative risk management |b a practical guide to financial risk |c Thomas S. Coleman |
| 264 | 1 | |a Hoboken |b Wiley |c 2012 | |
| 300 | |a XVIII, 558 S. |c 24 cm | ||
| 336 | |b txt |2 rdacontent | ||
| 337 | |b n |2 rdamedia | ||
| 338 | |b nc |2 rdacarrier | ||
| 490 | 0 | |a Wiley finance | |
| 500 | |a Includes bibliographical references (pages 533-538) and index | ||
| 650 | 4 | |a Wirtschaft | |
| 650 | 4 | |a Financial services industry |x Risk management | |
| 650 | 4 | |a Financial risk management | |
| 650 | 4 | |a Capital market | |
| 650 | 7 | |a BUSINESS & ECONOMICS / Finance |2 bisacsh | |
| 650 | 0 | 7 | |a Finanzanalyse |0 (DE-588)4133000-6 |2 gnd |9 rswk-swf |
| 650 | 0 | 7 | |a Risikomanagement |0 (DE-588)4121590-4 |2 gnd |9 rswk-swf |
| 650 | 0 | 7 | |a Risikoanalyse |0 (DE-588)4137042-9 |2 gnd |9 rswk-swf |
| 689 | 0 | 0 | |a Finanzanalyse |0 (DE-588)4133000-6 |D s |
| 689 | 0 | 1 | |a Risikoanalyse |0 (DE-588)4137042-9 |D s |
| 689 | 0 | 2 | |a Risikomanagement |0 (DE-588)4121590-4 |D s |
| 689 | 0 | |C b |5 DE-604 | |
| 776 | 0 | 8 | |i Erscheint auch als |n Online-Ausgabe |z 978-1-118-22210-2 |
| 776 | 0 | 8 | |i Erscheint auch als |n Online-Ausgabe |z 978-1-118-23593-5 |
| 776 | 0 | 8 | |i Erscheint auch als |n Online-Ausgabe |z 978-1-118-26077-7 |
| 856 | 4 | |u http://catalogimages.wiley.com/images/db/jimages/9781118026588.jpg |3 Cover image | |
| 856 | 4 | |u http://www.loc.gov/catdir/enhancements/fy1205/2011048533-d.html |3 Publisher description | |
| 856 | 4 | |u http://www.loc.gov/catdir/enhancements/fy1205/2011048533-t.html |3 Table of contents only | |
| 856 | 4 | |u http://www.loc.gov/catdir/enhancements/fy1210/2011048533-b.html |3 Contributor biographical information | |
| 856 | 4 | 2 | |m Digitalisierung UB Regensburg |q application/pdf |u http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=025220496&sequence=000002&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA |3 Inhaltsverzeichnis |
| 999 | |a oai:aleph.bib-bvb.de:BVB01-025220496 | ||
Record in the Search Index
| _version_ | 1804149411743268864 |
|---|---|
| adam_text | Contents
Foreword
ix
Preface
xiii
Acknowledgments
xvii
PARTO«
Managing Risk
1
СНАРТНИ
Risk Management versus Risk Measurement
3
СНАРТШг
Risk, Uncertainty, Probability, and Luck
15
СНАРТЯЗ
Managing Risk
67
GHAPTBI4
Financial FUsk Events
101
ШРТШб
Practical Risk
Techniques
137
CHAPTER
Є
Uses and Unftathro of
Quan^tìve
Techniques
188
vi
yjjj CONTENTS
PART TWO
Measuring Risk 173
CHAPTER
7
Introduction to Quantitative Risk Measurement
175
CHAPTERS
Risk and Summary Measures; Volatility and VaR
187
CHAPTERS
Using Volatility and VaR
CHAPTER
10
Portfolio
Risk Analytics and Reporting
311
CHAPTER
11
Credit Risk
377
CHAPTERS
Liquidity and Operational Risk
481
CHAPTER
13
Conclusion SZ3
About the Companion Web Site
531
References
533
About
tne
Author
Index
|
| any_adam_object | 1 |
| author | Coleman, Thomas S. 1955- |
| author_GND | (DE-588)17065821X |
| author_facet | Coleman, Thomas S. 1955- |
| author_role | aut |
| author_sort | Coleman, Thomas S. 1955- |
| author_variant | t s c ts tsc |
| building | Verbundindex |
| bvnumber | BV040366789 |
| callnumber-first | H - Social Science |
| callnumber-label | HG173 |
| callnumber-raw | HG173 |
| callnumber-search | HG173 |
| callnumber-sort | HG 3173 |
| callnumber-subject | HG - Finance |
| ctrlnum | (OCoLC)812233391 (DE-599)BVBBV040366789 |
| dewey-full | 332.1068/1 |
| dewey-hundreds | 300 - Social sciences |
| dewey-ones | 332 - Financial economics |
| dewey-raw | 332.1068/1 |
| dewey-search | 332.1068/1 |
| dewey-sort | 3332.1068 11 |
| dewey-tens | 330 - Economics |
| discipline | Wirtschaftswissenschaften |
| format | Book |
| fullrecord | <?xml version="1.0" encoding="UTF-8"?><collection xmlns="http://www.loc.gov/MARC21/slim"><record><leader>02451nam a2200565zc 4500</leader><controlfield tag="001">BV040366789</controlfield><controlfield tag="003">DE-604</controlfield><controlfield tag="005">20121011 </controlfield><controlfield tag="007">t</controlfield><controlfield tag="008">120816s2012 xxu |||| 00||| eng d</controlfield><datafield tag="010" ind1=" " ind2=" "><subfield code="a">2011048533</subfield></datafield><datafield tag="020" ind1=" " ind2=" "><subfield code="a">9781118026588</subfield><subfield code="9">978-1-11-802658-8</subfield></datafield><datafield tag="035" ind1=" " ind2=" "><subfield code="a">(OCoLC)812233391</subfield></datafield><datafield tag="035" ind1=" " ind2=" "><subfield code="a">(DE-599)BVBBV040366789</subfield></datafield><datafield tag="040" ind1=" " ind2=" "><subfield code="a">DE-604</subfield><subfield code="b">ger</subfield><subfield code="e">aacr</subfield></datafield><datafield tag="041" ind1="0" ind2=" "><subfield code="a">eng</subfield></datafield><datafield tag="044" ind1=" " ind2=" "><subfield code="a">xxu</subfield><subfield code="c">US</subfield></datafield><datafield tag="049" ind1=" " ind2=" "><subfield code="a">DE-355</subfield></datafield><datafield tag="050" ind1=" " ind2="0"><subfield code="a">HG173</subfield></datafield><datafield tag="082" ind1="0" ind2=" "><subfield code="a">332.1068/1</subfield></datafield><datafield tag="100" ind1="1" ind2=" "><subfield code="a">Coleman, Thomas S.</subfield><subfield code="d">1955-</subfield><subfield code="e">Verfasser</subfield><subfield code="0">(DE-588)17065821X</subfield><subfield code="4">aut</subfield></datafield><datafield tag="245" ind1="1" ind2="0"><subfield code="a">Quantitative risk management</subfield><subfield code="b">a practical guide to financial risk</subfield><subfield code="c">Thomas S. Coleman</subfield></datafield><datafield tag="264" ind1=" " ind2="1"><subfield code="a">Hoboken</subfield><subfield code="b">Wiley</subfield><subfield code="c">2012</subfield></datafield><datafield tag="300" ind1=" " ind2=" "><subfield code="a">XVIII, 558 S.</subfield><subfield code="c">24 cm</subfield></datafield><datafield tag="336" ind1=" " ind2=" "><subfield code="b">txt</subfield><subfield code="2">rdacontent</subfield></datafield><datafield tag="337" ind1=" " ind2=" "><subfield code="b">n</subfield><subfield code="2">rdamedia</subfield></datafield><datafield tag="338" ind1=" " ind2=" "><subfield code="b">nc</subfield><subfield code="2">rdacarrier</subfield></datafield><datafield tag="490" ind1="0" ind2=" "><subfield code="a">Wiley finance</subfield></datafield><datafield tag="500" ind1=" " ind2=" "><subfield code="a">Includes bibliographical references (pages 533-538) and index</subfield></datafield><datafield tag="650" ind1=" " ind2="4"><subfield code="a">Wirtschaft</subfield></datafield><datafield tag="650" ind1=" " ind2="4"><subfield code="a">Financial services industry</subfield><subfield code="x">Risk management</subfield></datafield><datafield tag="650" ind1=" " ind2="4"><subfield code="a">Financial risk management</subfield></datafield><datafield tag="650" ind1=" " ind2="4"><subfield code="a">Capital market</subfield></datafield><datafield tag="650" ind1=" " ind2="7"><subfield code="a">BUSINESS & ECONOMICS / Finance</subfield><subfield code="2">bisacsh</subfield></datafield><datafield tag="650" ind1="0" ind2="7"><subfield code="a">Finanzanalyse</subfield><subfield code="0">(DE-588)4133000-6</subfield><subfield code="2">gnd</subfield><subfield code="9">rswk-swf</subfield></datafield><datafield tag="650" ind1="0" ind2="7"><subfield code="a">Risikomanagement</subfield><subfield code="0">(DE-588)4121590-4</subfield><subfield code="2">gnd</subfield><subfield code="9">rswk-swf</subfield></datafield><datafield tag="650" ind1="0" ind2="7"><subfield code="a">Risikoanalyse</subfield><subfield code="0">(DE-588)4137042-9</subfield><subfield code="2">gnd</subfield><subfield code="9">rswk-swf</subfield></datafield><datafield tag="689" ind1="0" ind2="0"><subfield code="a">Finanzanalyse</subfield><subfield code="0">(DE-588)4133000-6</subfield><subfield code="D">s</subfield></datafield><datafield tag="689" ind1="0" ind2="1"><subfield code="a">Risikoanalyse</subfield><subfield code="0">(DE-588)4137042-9</subfield><subfield code="D">s</subfield></datafield><datafield tag="689" ind1="0" ind2="2"><subfield code="a">Risikomanagement</subfield><subfield code="0">(DE-588)4121590-4</subfield><subfield code="D">s</subfield></datafield><datafield tag="689" ind1="0" ind2=" "><subfield code="C">b</subfield><subfield code="5">DE-604</subfield></datafield><datafield tag="776" ind1="0" ind2="8"><subfield code="i">Erscheint auch als</subfield><subfield code="n">Online-Ausgabe</subfield><subfield code="z">978-1-118-22210-2</subfield></datafield><datafield tag="776" ind1="0" ind2="8"><subfield code="i">Erscheint auch als</subfield><subfield code="n">Online-Ausgabe</subfield><subfield code="z">978-1-118-23593-5</subfield></datafield><datafield tag="776" ind1="0" ind2="8"><subfield code="i">Erscheint auch als</subfield><subfield code="n">Online-Ausgabe</subfield><subfield code="z">978-1-118-26077-7</subfield></datafield><datafield tag="856" ind1="4" ind2=" "><subfield code="u">http://catalogimages.wiley.com/images/db/jimages/9781118026588.jpg</subfield><subfield code="3">Cover image</subfield></datafield><datafield tag="856" ind1="4" ind2=" "><subfield code="u">http://www.loc.gov/catdir/enhancements/fy1205/2011048533-d.html</subfield><subfield code="3">Publisher description</subfield></datafield><datafield tag="856" ind1="4" ind2=" "><subfield code="u">http://www.loc.gov/catdir/enhancements/fy1205/2011048533-t.html</subfield><subfield code="3">Table of contents only</subfield></datafield><datafield tag="856" ind1="4" ind2=" "><subfield code="u">http://www.loc.gov/catdir/enhancements/fy1210/2011048533-b.html</subfield><subfield code="3">Contributor biographical information</subfield></datafield><datafield tag="856" ind1="4" ind2="2"><subfield code="m">Digitalisierung UB Regensburg</subfield><subfield code="q">application/pdf</subfield><subfield code="u">http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=025220496&sequence=000002&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA</subfield><subfield code="3">Inhaltsverzeichnis</subfield></datafield><datafield tag="999" ind1=" " ind2=" "><subfield code="a">oai:aleph.bib-bvb.de:BVB01-025220496</subfield></datafield></record></collection> |
| id | DE-604.BV040366789 |
| illustrated | Not Illustrated |
| indexdate | 2024-07-10T00:22:36Z |
| institution | BVB |
| isbn | 9781118026588 |
| language | English |
| lccn | 2011048533 |
| oai_aleph_id | oai:aleph.bib-bvb.de:BVB01-025220496 |
| oclc_num | 812233391 |
| open_access_boolean | |
| owner | DE-355 DE-BY-UBR |
| owner_facet | DE-355 DE-BY-UBR |
| physical | XVIII, 558 S. 24 cm |
| publishDate | 2012 |
| publishDateSearch | 2012 |
| publishDateSort | 2012 |
| publisher | Wiley |
| record_format | marc |
| series2 | Wiley finance |
| spelling | Coleman, Thomas S. 1955- Verfasser (DE-588)17065821X aut Quantitative risk management a practical guide to financial risk Thomas S. Coleman Hoboken Wiley 2012 XVIII, 558 S. 24 cm txt rdacontent n rdamedia nc rdacarrier Wiley finance Includes bibliographical references (pages 533-538) and index Wirtschaft Financial services industry Risk management Financial risk management Capital market BUSINESS & ECONOMICS / Finance bisacsh Finanzanalyse (DE-588)4133000-6 gnd rswk-swf Risikomanagement (DE-588)4121590-4 gnd rswk-swf Risikoanalyse (DE-588)4137042-9 gnd rswk-swf Finanzanalyse (DE-588)4133000-6 s Risikoanalyse (DE-588)4137042-9 s Risikomanagement (DE-588)4121590-4 s b DE-604 Erscheint auch als Online-Ausgabe 978-1-118-22210-2 Erscheint auch als Online-Ausgabe 978-1-118-23593-5 Erscheint auch als Online-Ausgabe 978-1-118-26077-7 http://catalogimages.wiley.com/images/db/jimages/9781118026588.jpg Cover image http://www.loc.gov/catdir/enhancements/fy1205/2011048533-d.html Publisher description http://www.loc.gov/catdir/enhancements/fy1205/2011048533-t.html Table of contents only http://www.loc.gov/catdir/enhancements/fy1210/2011048533-b.html Contributor biographical information Digitalisierung UB Regensburg application/pdf http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=025220496&sequence=000002&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA Inhaltsverzeichnis |
| spellingShingle | Coleman, Thomas S. 1955- Quantitative risk management a practical guide to financial risk Wirtschaft Financial services industry Risk management Financial risk management Capital market BUSINESS & ECONOMICS / Finance bisacsh Finanzanalyse (DE-588)4133000-6 gnd Risikomanagement (DE-588)4121590-4 gnd Risikoanalyse (DE-588)4137042-9 gnd |
| subject_GND | (DE-588)4133000-6 (DE-588)4121590-4 (DE-588)4137042-9 |
| title | Quantitative risk management a practical guide to financial risk |
| title_auth | Quantitative risk management a practical guide to financial risk |
| title_exact_search | Quantitative risk management a practical guide to financial risk |
| title_full | Quantitative risk management a practical guide to financial risk Thomas S. Coleman |
| title_fullStr | Quantitative risk management a practical guide to financial risk Thomas S. Coleman |
| title_full_unstemmed | Quantitative risk management a practical guide to financial risk Thomas S. Coleman |
| title_short | Quantitative risk management |
| title_sort | quantitative risk management a practical guide to financial risk |
| title_sub | a practical guide to financial risk |
| topic | Wirtschaft Financial services industry Risk management Financial risk management Capital market BUSINESS & ECONOMICS / Finance bisacsh Finanzanalyse (DE-588)4133000-6 gnd Risikomanagement (DE-588)4121590-4 gnd Risikoanalyse (DE-588)4137042-9 gnd |
| topic_facet | Wirtschaft Financial services industry Risk management Financial risk management Capital market BUSINESS & ECONOMICS / Finance Finanzanalyse Risikomanagement Risikoanalyse |
| url | http://catalogimages.wiley.com/images/db/jimages/9781118026588.jpg http://www.loc.gov/catdir/enhancements/fy1205/2011048533-d.html http://www.loc.gov/catdir/enhancements/fy1205/2011048533-t.html http://www.loc.gov/catdir/enhancements/fy1210/2011048533-b.html http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=025220496&sequence=000002&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA |
| work_keys_str_mv | AT colemanthomass quantitativeriskmanagementapracticalguidetofinancialrisk |