Extreme financial risks: from dependence to risk management (Record no. 159953)

000 -LEADER
fixed length control field 01545 a2200229 4500
008 - FIXED-LENGTH DATA ELEMENTS--GENERAL INFORMATION
fixed length control field 140323b2006 xxu||||| |||| 00| 0 eng d
020 ## - INTERNATIONAL STANDARD BOOK NUMBER
International Standard Book Number 9783540272649
082 ## - DEWEY DECIMAL CLASSIFICATION NUMBER
Classification number 332.6015118
100 ## - MAIN ENTRY--PERSONAL NAME
Personal name Malevergne, Yannick
9 (RLIN) 38884
245 ## - TITLE STATEMENT
Title Extreme financial risks: from dependence to risk management
260 ## - PUBLICATION, DISTRIBUTION, ETC. (IMPRINT)
Place of publication, distribution, etc. Berlin
Name of publisher, distributor, etc. Springer
Date of publication, distribution, etc. 2006
300 ## - PHYSICAL DESCRIPTION
Extent xvi, 312 p.
365 ## - TRADE PRICE
Price amount EURO 29.95
520 ## - SUMMARY, ETC.
Summary, etc. Portfolio analysis and optimization, together with the associated risk assessment and management, require knowledge of the likely distributions of returns at different time scales and insights into the nature and properties of dependences between the different assets. This book offers an original and thorough treatment of these two domains, focusing mainly on the concepts and tools that remain valid for large and extreme price moves. Strong emphasis is placed on the theory of copulas and their empirical testing and calibration, because they offer intrinsic and complete measures of dependences.
650 ## - SUBJECT ADDED ENTRY--TOPICAL TERM
Topical term or geographic name as entry element Investment analysis - Mathematical models
9 (RLIN) 20930
650 ## - SUBJECT ADDED ENTRY--TOPICAL TERM
Topical term or geographic name as entry element Stochastic models
9 (RLIN) 38885
650 ## - SUBJECT ADDED ENTRY--TOPICAL TERM
Topical term or geographic name as entry element Risk management
9 (RLIN) 10369
700 ## - ADDED ENTRY--PERSONAL NAME
Personal name Sornette, Didier
9 (RLIN) 38886
942 ## - ADDED ENTRY ELEMENTS (KOHA)
Koha item type Books
952 ## - LOCATION AND ITEM INFORMATION (KOHA)
-- 29.95
-- EUR
-- 02/06/2008
-- B.I. Publications (Pvt) Ltd.
-- 280003
-- 02/04/2008
-- BIPAHD/CRSL/50980
-- 30/05/2008
-- Firm Order
-- 2003.65
-- 20.00%
-- 0.00
-- Prof. A K Laha
-- 18/03/08
Holdings
Withdrawn status Lost status Source of classification or shelving scheme Damaged status Not for loan Permanent Location Current Location Shelving location Date acquired Item location Total Renewals Full call number Barcode Date last seen Cost, replacement price Price effective from Koha item type
          Vikram Sarabhai Library Vikram Sarabhai Library   2010-04-18 Slot 678 (0 Floor, West Wing) 4 332.6015118 M2E9 165259 2014-04-16 2003.65 2010-04-19 Books

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