Quantitative financial risk management:
Gespeichert in:
| 1. Verfasser: | |
|---|---|
| Format: | Buch |
| Sprache: | English |
| Veröffentlicht: |
Hoboken, New Jersey
Wiley
[2019]
|
| Schriftenreihe: | Wiley finance series
|
| Schlagworte: | |
| Online-Zugang: | Inhaltsverzeichnis Inhaltsverzeichnis |
| Beschreibung: | Includes bibliographical references and index |
| Beschreibung: | ix, 305 Seiten Illustrationen, Diagramme |
| ISBN: | 9781119522201 |
Internformat
MARC
| LEADER | 00000nam a2200000 c 4500 | ||
|---|---|---|---|
| 001 | BV045419203 | ||
| 003 | DE-604 | ||
| 005 | 20190403 | ||
| 007 | t | ||
| 008 | 190122s2019 xxua||| |||| 00||| eng d | ||
| 010 | |a 018033207 | ||
| 020 | |a 9781119522201 |9 978-1-119-52220-1 | ||
| 035 | |a (OCoLC)1085408851 | ||
| 035 | |a (DE-599)BVBBV045419203 | ||
| 040 | |a DE-604 |b ger |e rda | ||
| 041 | 0 | |a eng | |
| 044 | |a xxu |c US | ||
| 049 | |a DE-355 |a DE-384 | ||
| 050 | 0 | |a HD61 | |
| 082 | 0 | |a 332 |2 23 | |
| 084 | |a QP 710 |0 (DE-625)141927: |2 rvk | ||
| 084 | |a QP 360 |0 (DE-625)141869: |2 rvk | ||
| 100 | 1 | |a Miller, Michael B. |d 1973- |e Verfasser |0 (DE-588)1116715716 |4 aut | |
| 245 | 1 | 0 | |a Quantitative financial risk management |c Michael B. Miller |
| 264 | 1 | |a Hoboken, New Jersey |b Wiley |c [2019] | |
| 300 | |a ix, 305 Seiten |b Illustrationen, Diagramme | ||
| 336 | |b txt |2 rdacontent | ||
| 337 | |b n |2 rdamedia | ||
| 338 | |b nc |2 rdacarrier | ||
| 490 | 0 | |a Wiley finance series | |
| 500 | |a Includes bibliographical references and index | ||
| 650 | 4 | |a Financial risk management | |
| 650 | 0 | 7 | |a Risikomanagement |0 (DE-588)4121590-4 |2 gnd |9 rswk-swf |
| 650 | 0 | 7 | |a Investition |0 (DE-588)4027556-5 |2 gnd |9 rswk-swf |
| 650 | 0 | 7 | |a Finanzierung |0 (DE-588)4017182-6 |2 gnd |9 rswk-swf |
| 689 | 0 | 0 | |a Finanzierung |0 (DE-588)4017182-6 |D s |
| 689 | 0 | 1 | |a Investition |0 (DE-588)4027556-5 |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, PDF |z 978-1-119-52223-2 |
| 776 | 0 | 8 | |i Erscheint auch als |n Online-Ausgabe, EPUB |z 978-1-119-52226-3 |
| 856 | 4 | 2 | |m LoC Fremddatenuebernahme |q application/pdf |u http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=030805109&sequence=000001&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA |3 Inhaltsverzeichnis |
| 856 | 4 | 2 | |m Digitalisierung UB Regensburg - ADAM Catalogue Enrichment |q application/pdf |u http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=030805109&sequence=000003&line_number=0002&func_code=DB_RECORDS&service_type=MEDIA |3 Inhaltsverzeichnis |
| 999 | |a oai:aleph.bib-bvb.de:BVB01-030805109 | ||
Datensatz im Suchindex
| _version_ | 1804179297216233472 |
|---|---|
| adam_text | CONTENTS
Preface vii
About the Author ix
1 Overview of Financial Risk Management 1
2 Market Risk: Standard Deviation 15
3 Market Risk: Value at Risk 51
4 Market Risk: Expected Shortfall, and Extreme Value Theory 73
5 Market Risk: Portfolios and Correlation 91
6 Market Risk: Beyond Correlation 119
7 Market Risk: Risk Attribution 151
8 Credit Risk 167
9 Liquidity Risk 189
10 Bayesian Analysis 205
11 Behavioral Economics and Risk 231
Appendix A Maximum Likelihood Estimation 247
Appendix B Copulas 253
Answers to End-of-Chapter Questions 257
References 295
Index 297
|
| any_adam_object | 1 |
| author | Miller, Michael B. 1973- |
| author_GND | (DE-588)1116715716 |
| author_facet | Miller, Michael B. 1973- |
| author_role | aut |
| author_sort | Miller, Michael B. 1973- |
| author_variant | m b m mb mbm |
| building | Verbundindex |
| bvnumber | BV045419203 |
| callnumber-first | H - Social Science |
| callnumber-label | HD61 |
| callnumber-raw | HD61 |
| callnumber-search | HD61 |
| callnumber-sort | HD 261 |
| callnumber-subject | HD - Industries, Land Use, Labor |
| classification_rvk | QP 710 QP 360 |
| ctrlnum | (OCoLC)1085408851 (DE-599)BVBBV045419203 |
| dewey-full | 332 |
| dewey-hundreds | 300 - Social sciences |
| dewey-ones | 332 - Financial economics |
| dewey-raw | 332 |
| dewey-search | 332 |
| dewey-sort | 3332 |
| 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>02162nam a2200493 c 4500</leader><controlfield tag="001">BV045419203</controlfield><controlfield tag="003">DE-604</controlfield><controlfield tag="005">20190403 </controlfield><controlfield tag="007">t</controlfield><controlfield tag="008">190122s2019 xxua||| |||| 00||| eng d</controlfield><datafield tag="010" ind1=" " ind2=" "><subfield code="a">018033207</subfield></datafield><datafield tag="020" ind1=" " ind2=" "><subfield code="a">9781119522201</subfield><subfield code="9">978-1-119-52220-1</subfield></datafield><datafield tag="035" ind1=" " ind2=" "><subfield code="a">(OCoLC)1085408851</subfield></datafield><datafield tag="035" ind1=" " ind2=" "><subfield code="a">(DE-599)BVBBV045419203</subfield></datafield><datafield tag="040" ind1=" " ind2=" "><subfield code="a">DE-604</subfield><subfield code="b">ger</subfield><subfield code="e">rda</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><subfield code="a">DE-384</subfield></datafield><datafield tag="050" ind1=" " ind2="0"><subfield code="a">HD61</subfield></datafield><datafield tag="082" ind1="0" ind2=" "><subfield code="a">332</subfield><subfield code="2">23</subfield></datafield><datafield tag="084" ind1=" " ind2=" "><subfield code="a">QP 710</subfield><subfield code="0">(DE-625)141927:</subfield><subfield code="2">rvk</subfield></datafield><datafield tag="084" ind1=" " ind2=" "><subfield code="a">QP 360</subfield><subfield code="0">(DE-625)141869:</subfield><subfield code="2">rvk</subfield></datafield><datafield tag="100" ind1="1" ind2=" "><subfield code="a">Miller, Michael B.</subfield><subfield code="d">1973-</subfield><subfield code="e">Verfasser</subfield><subfield code="0">(DE-588)1116715716</subfield><subfield code="4">aut</subfield></datafield><datafield tag="245" ind1="1" ind2="0"><subfield code="a">Quantitative financial risk management</subfield><subfield code="c">Michael B. Miller</subfield></datafield><datafield tag="264" ind1=" " ind2="1"><subfield code="a">Hoboken, New Jersey</subfield><subfield code="b">Wiley</subfield><subfield code="c">[2019]</subfield></datafield><datafield tag="300" ind1=" " ind2=" "><subfield code="a">ix, 305 Seiten</subfield><subfield code="b">Illustrationen, Diagramme</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 series</subfield></datafield><datafield tag="500" ind1=" " ind2=" "><subfield code="a">Includes bibliographical references and index</subfield></datafield><datafield tag="650" ind1=" " ind2="4"><subfield code="a">Financial risk management</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">Investition</subfield><subfield code="0">(DE-588)4027556-5</subfield><subfield code="2">gnd</subfield><subfield code="9">rswk-swf</subfield></datafield><datafield tag="650" ind1="0" ind2="7"><subfield code="a">Finanzierung</subfield><subfield code="0">(DE-588)4017182-6</subfield><subfield code="2">gnd</subfield><subfield code="9">rswk-swf</subfield></datafield><datafield tag="689" ind1="0" ind2="0"><subfield code="a">Finanzierung</subfield><subfield code="0">(DE-588)4017182-6</subfield><subfield code="D">s</subfield></datafield><datafield tag="689" ind1="0" ind2="1"><subfield code="a">Investition</subfield><subfield code="0">(DE-588)4027556-5</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, PDF</subfield><subfield code="z">978-1-119-52223-2</subfield></datafield><datafield tag="776" ind1="0" ind2="8"><subfield code="i">Erscheint auch als</subfield><subfield code="n">Online-Ausgabe, EPUB</subfield><subfield code="z">978-1-119-52226-3</subfield></datafield><datafield tag="856" ind1="4" ind2="2"><subfield code="m">LoC Fremddatenuebernahme</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=030805109&sequence=000001&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA</subfield><subfield code="3">Inhaltsverzeichnis</subfield></datafield><datafield tag="856" ind1="4" ind2="2"><subfield code="m">Digitalisierung UB Regensburg - ADAM Catalogue Enrichment</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=030805109&sequence=000003&line_number=0002&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:BVB01-030805109</subfield></datafield></record></collection> |
| id | DE-604.BV045419203 |
| illustrated | Illustrated |
| indexdate | 2024-07-10T08:17:37Z |
| institution | BVB |
| isbn | 9781119522201 |
| language | English |
| lccn | 018033207 |
| oai_aleph_id | oai:aleph.bib-bvb.de:BVB01-030805109 |
| oclc_num | 1085408851 |
| open_access_boolean | |
| owner | DE-355 DE-BY-UBR DE-384 |
| owner_facet | DE-355 DE-BY-UBR DE-384 |
| physical | ix, 305 Seiten Illustrationen, Diagramme |
| publishDate | 2019 |
| publishDateSearch | 2019 |
| publishDateSort | 2019 |
| publisher | Wiley |
| record_format | marc |
| series2 | Wiley finance series |
| spelling | Miller, Michael B. 1973- Verfasser (DE-588)1116715716 aut Quantitative financial risk management Michael B. Miller Hoboken, New Jersey Wiley [2019] ix, 305 Seiten Illustrationen, Diagramme txt rdacontent n rdamedia nc rdacarrier Wiley finance series Includes bibliographical references and index Financial risk management Risikomanagement (DE-588)4121590-4 gnd rswk-swf Investition (DE-588)4027556-5 gnd rswk-swf Finanzierung (DE-588)4017182-6 gnd rswk-swf Finanzierung (DE-588)4017182-6 s Investition (DE-588)4027556-5 s Risikomanagement (DE-588)4121590-4 s b DE-604 Erscheint auch als Online-Ausgabe, PDF 978-1-119-52223-2 Erscheint auch als Online-Ausgabe, EPUB 978-1-119-52226-3 LoC Fremddatenuebernahme application/pdf http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=030805109&sequence=000001&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA Inhaltsverzeichnis Digitalisierung UB Regensburg - ADAM Catalogue Enrichment application/pdf http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=030805109&sequence=000003&line_number=0002&func_code=DB_RECORDS&service_type=MEDIA Inhaltsverzeichnis |
| spellingShingle | Miller, Michael B. 1973- Quantitative financial risk management Financial risk management Risikomanagement (DE-588)4121590-4 gnd Investition (DE-588)4027556-5 gnd Finanzierung (DE-588)4017182-6 gnd |
| subject_GND | (DE-588)4121590-4 (DE-588)4027556-5 (DE-588)4017182-6 |
| title | Quantitative financial risk management |
| title_auth | Quantitative financial risk management |
| title_exact_search | Quantitative financial risk management |
| title_full | Quantitative financial risk management Michael B. Miller |
| title_fullStr | Quantitative financial risk management Michael B. Miller |
| title_full_unstemmed | Quantitative financial risk management Michael B. Miller |
| title_short | Quantitative financial risk management |
| title_sort | quantitative financial risk management |
| topic | Financial risk management Risikomanagement (DE-588)4121590-4 gnd Investition (DE-588)4027556-5 gnd Finanzierung (DE-588)4017182-6 gnd |
| topic_facet | Financial risk management Risikomanagement Investition Finanzierung |
| url | http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=030805109&sequence=000001&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=030805109&sequence=000003&line_number=0002&func_code=DB_RECORDS&service_type=MEDIA |
| work_keys_str_mv | AT millermichaelb quantitativefinancialriskmanagement |
Es ist kein Print-Exemplar vorhanden.
Inhaltsverzeichnis