Elements of financial risk management (Record no. 96520)
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| 000 -LEADER | |
|---|---|
| fixed length control field | 01838nam a2200169Ia 4500 |
| 020 ## - INTERNATIONAL STANDARD BOOK NUMBER | |
| International Standard Book Number | 978-0121742324 |
| 082 ## - DEWEY DECIMAL CLASSIFICATION NUMBER | |
| Classification number | 332,645 CHR |
| 100 ## - MAIN ENTRY--PERSONAL NAME | |
| Personal name | Christoffersen, Peter F |
| 245 ## - TITLE STATEMENT | |
| Title | Elements of financial risk management |
| 260 ## - PUBLICATION, DISTRIBUTION, ETC. | |
| Date of publication, distribution, etc. | 2003 |
| Name of publisher, distributor, etc. | Academic Press |
| Place of publication, distribution, etc. | San Diego |
| 300 ## - PHYSICAL DESCRIPTION | |
| Extent | xiii, 214p. |
| Other physical details | 23 cm ; Hard Bound |
| 500 ## - GENERAL NOTE | |
| General note | Rs.3807/- |
| 505 ## - FORMATTED CONTENTS NOTE | |
| Formatted contents note | 1. Risk Management and Financial Returns<br/>2. Volatility Forecasting<br/>3. Correlation Modeling<br/>4. Modeling the Conditional Distribution<br/>5. Simulation-Based Methods<br/>6. Option Pricing<br/>7. Modeling Option Risk<br/>8. Backtesting and Stress Testing |
| 520 ## - SUMMARY, ETC. | |
| Summary, etc. | Value-at-Risk has emerged as the standard tool for measuring and reporting financial market risk. Currently, more than eighty commercial vendors offer enterprise or trading risk management systems that provide VAR-like measures. Risk managers are therefore often left with the daunting task of having to choose from this plethora of risk measures. While basic VAR textbooks describe average VAR situations, the vast majority of these situations are abnormal. Elements of Financial Risk Management focuses on implementation, especially recent techniques which facilitate "bridging the gap" between standard textbooks on risk and real-life risk management systems. This book will appeal to practitioners in the financial services and investment industries, as well as graduate students and advanced undergraduates who want exposure to these techniques. *Pinpoints key features of risk asset returns and captures them in tractable statistical models in the accompanying CD-ROM *Presents step-by-step approaches as a means to solve problems *Visible patterns in the data motivate the choices of tools, and when tools fall short, it presents the next tool. |
| 650 ## - SUBJECT ADDED ENTRY--TOPICAL TERM | |
| Topical term or geographic name entry element | Risk Management |
| -- | Financial risk management |
| -- | Finance |
| 942 ## - ADDED ENTRY ELEMENTS (KOHA) | |
| Koha item type | Books |
| Withdrawn status | Lost status | Source of classification or shelving scheme | Damaged status | Not for loan | Collection code | Home library | Current library | Shelving location | Date acquired | Total Checkouts | Total Renewals | Full call number | Barcode | Date last seen | Date last checked out | Price effective from | Koha item type |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Dewey Decimal Classification | GSB Collection | H.T. Parekh Library | H.T. Parekh Library | 25/03/2010 | 13 | 332.645 CHR | 37993 | 18/03/2020 | 18/03/2020 | 22/06/2019 | Books |