000 | 03151cam a2200685Ia 4500 | ||
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001 | ocn846849486 | ||
003 | OCoLC | ||
005 | 20171224114333.0 | ||
006 | m o d | ||
007 | cr cn||||||||| | ||
008 | 130605s2013 enk ob 001 0 eng d | ||
040 |
_aDG1 _beng _epn _cDG1 _dCUS _dN$T _dNOC _dOCLCO _dOCLCF _dOCLCO _dYDXCP _dOCLCQ |
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019 | _a889246549 | ||
020 |
_a9781118733905 _q(electronic bk.) |
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020 |
_a1118733908 _q(electronic bk.) |
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020 |
_a9781118733691 _q(electronic bk.) |
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020 |
_a111873369X _q(electronic bk.) |
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029 | 1 |
_aAU@ _b000051629115 |
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029 | 1 |
_aAU@ _b000053034739 |
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029 | 1 |
_aCHBIS _b010026659 |
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029 | 1 |
_aCHVBK _b306240327 |
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029 | 1 |
_aDEBBG _bBV042742055 |
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035 |
_a(OCoLC)846849486 _z(OCoLC)889246549 |
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050 | 4 |
_aHG106 _b.H33 2013 |
|
072 | 7 |
_aBUS _x027000 _2bisacsh |
|
082 | 0 | 4 |
_a332 _223 |
049 | _aMAIN | ||
100 | 1 | _aHabart-Corlosquet, Marine. | |
245 | 1 | 0 |
_aVaR methodology for non-Gaussian finance / _cMarine Habart-Corlosquet, Jacques Janssen, Raimondo Manca. |
260 |
_aLondon : _bISTE Ltd. ; _aHoboken : _bJohn Wiley & Sons, Inc., _c©2013. |
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300 | _a1 online resource. | ||
336 |
_atext _btxt _2rdacontent |
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337 |
_acomputer _bc _2rdamedia |
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338 |
_aonline resource _bcr _2rdacarrier |
||
490 | 1 | _aFocus series in finance, business and management | |
505 | 0 | _aUse of Value-at-Risk (VaR) Techniques for Solvency II, Basel II and III / Marine Habart-Corlosquet, Jacques Janssen, Raimondo Manca -- Classical Value-at-Risk (VaR) Methods / Marine Habart-Corlosquet, Jacques Janssen, Raimondo Manca -- VaR Extensions from Gaussian Finance to Non-Gaussian Finance / Marine Habart-Corlosquet, Jacques Janssen, Raimondo Manca -- New VaR Methods of Non-Gaussian Finance / Marine Habart-Corlosquet, Jacques Janssen, Raimondo Manca -- Non-Gaussian Finance: Semi-Markov Models / Marine Habart-Corlosquet, Jacques Janssen, Raimondo Manca. | |
504 | _aIncludes bibliographical references and index. | ||
588 | 0 | _aPrint version record. | |
650 | 0 |
_aFinance _xMathematical models. |
|
650 | 0 | _aValue. | |
650 | 0 | _aMarkov processes. | |
650 | 7 |
_aBUSINESS & ECONOMICS _xFinance. _2bisacsh |
|
650 | 7 |
_aFinance _xMathematical models. _2fast _0(OCoLC)fst00924398 |
|
650 | 7 |
_aMarkov processes. _2fast _0(OCoLC)fst01010347 |
|
650 | 7 |
_aValue. _2fast _0(OCoLC)fst01163873 |
|
655 | 4 | _aElectronic books. | |
700 | 1 |
_aJanssen, Jacques, _d1939- |
|
700 | 1 | _aManca, Raimondo. | |
776 | 0 | 8 |
_iPrint version: _aHabart-Corlosquet, Marine. _tVaR methodology for non-Gaussian finance. _dLondon : ISTE Ltd. ; Hoboken : John Wiley & Sons, Inc., ©2013 _z9781848214644 _w(OCoLC)824530621 |
830 | 0 | _aFocus series in finance, business and management. | |
856 | 4 | 0 |
_uhttp://onlinelibrary.wiley.com/book/10.1002/9781118733691 _zWiley Online Library |
938 |
_aEBSCOhost _bEBSC _n576919 |
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938 |
_aYBP Library Services _bYANK _n10703281 |
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938 |
_aYBP Library Services _bYANK _n10706344 |
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938 |
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