Quantitative financial risk management : (Record no. 18563)

MARC details
000 -LEADER
fixed length control field 04404cam a2200697 i 4500
001 - CONTROL NUMBER
control field ocn904400144
003 - CONTROL NUMBER IDENTIFIER
control field OCoLC
005 - DATE AND TIME OF LATEST TRANSACTION
control field 20230823095223.0
006 - FIXED-LENGTH DATA ELEMENTS--ADDITIONAL MATERIAL CHARACTERISTICS--GENERAL INFORMATION
fixed length control field m o d
007 - PHYSICAL DESCRIPTION FIXED FIELD--GENERAL INFORMATION
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008 - FIXED-LENGTH DATA ELEMENTS--GENERAL INFORMATION
fixed length control field 150303s2015 nju o 001 0 eng
010 ## - LIBRARY OF CONGRESS CONTROL NUMBER
LC control number 2015009043
040 ## - CATALOGING SOURCE
Original cataloging agency DLC
Language of cataloging eng
Description conventions rda
Transcribing agency DLC
Modifying agency N$T
-- IDEBK
-- DG1
-- YDXCP
-- CDX
-- E7B
-- DEBSZ
-- OCLCF
-- UMI
-- COO
-- EBLCP
-- OCLCQ
-- RECBK
-- B24X7
-- VLB
-- DEBBG
-- D6H
-- K6U
019 ## -
-- 919508982
-- 961683385
-- 962626444
020 ## - INTERNATIONAL STANDARD BOOK NUMBER
ISBN 9781118738221 (epub)
020 ## - INTERNATIONAL STANDARD BOOK NUMBER
ISBN 1118738225 (epub)
020 ## - INTERNATIONAL STANDARD BOOK NUMBER
ISBN 9781118738405 (pdf)
020 ## - INTERNATIONAL STANDARD BOOK NUMBER
ISBN 1118738403 (pdf)
020 ## - INTERNATIONAL STANDARD BOOK NUMBER
Cancelled/invalid ISBN 9781118738184 (hardback)
020 ## - INTERNATIONAL STANDARD BOOK NUMBER
ISBN 9781119080305
020 ## - INTERNATIONAL STANDARD BOOK NUMBER
ISBN 1119080304
020 ## - INTERNATIONAL STANDARD BOOK NUMBER
ISBN 1118738187
020 ## - INTERNATIONAL STANDARD BOOK NUMBER
ISBN 9781118738184
029 1# - (OCLC)
OCLC library identifier DEBSZ
System control number 433541504
029 1# - (OCLC)
OCLC library identifier AU@
System control number 000054422014
029 1# - (OCLC)
OCLC library identifier NZ1
System control number 16177098
029 1# - (OCLC)
OCLC library identifier DEBSZ
System control number 452536324
029 1# - (OCLC)
OCLC library identifier DEBSZ
System control number 475041380
029 1# - (OCLC)
OCLC library identifier DEBBG
System control number BV043397582
035 ## - SYSTEM CONTROL NUMBER
System control number (OCoLC)904400144
Canceled/invalid control number (OCoLC)919508982
-- (OCoLC)961683385
-- (OCoLC)962626444
037 ## - SOURCE OF ACQUISITION
Stock number CL0500000637
Source of stock number/acquisition Safari Books Online
042 ## - AUTHENTICATION CODE
Authentication code pcc
050 00 - LIBRARY OF CONGRESS CALL NUMBER
Classification number HD61
072 #7 - SUBJECT CATEGORY CODE
Subject category code BUS
Subject category code subdivision 027000
Source bisacsh
082 00 - DEWEY DECIMAL CLASSIFICATION NUMBER
Classification number 332
Edition number 23
084 ## - OTHER CLASSIFICATION NUMBER
Classification number BUS027000
Source of number bisacsh
049 ## - LOCAL HOLDINGS (OCLC)
Holding library MAIN
100 1# - MAIN ENTRY--PERSONAL NAME
Personal name Zopounidis, Constantin.
245 10 - TITLE STATEMENT
Title Quantitative financial risk management :
Remainder of title theory and practice /
Statement of responsibility, etc Constantin Zopounidis, Emilios Galariotis.
264 #1 -
-- Hoboken, New Jersey :
-- Wiley,
-- 2015.
300 ## - PHYSICAL DESCRIPTION
Extent 1 online resource.
336 ## -
-- text
-- rdacontent
337 ## -
-- computer
-- rdamedia
338 ## -
-- online resource
-- rdacarrier
490 1# - SERIES STATEMENT
Series statement The Frank J. Fabozzi series
500 ## - GENERAL NOTE
General note Includes index.
500 ## - GENERAL NOTE
General note Machine generated contents note: Preface About the Editors Section I: Supervisory Risk Management Chapter 1: Measuring Systemic Risk: Structural Approaches Raimund M. Kovacevic and Georg Ch. Pflug Chapter 2: Supervisory Requirements and Expectations for Portfolio-Level Counterparty Credit Risk Measurement and Management Michael Jacobs Jr. Chapter 3: Nonperforming Loans in the Bank Production Technology Hirofumi Fukuyama and William L. Weber Section II: Risk Models and Measures Chapter 4: A Practical Guide to Regime Switching in Financial Economics Iain Clacher, Mark Freeman, David Hillier, Malcolm Kemp, and Qi Zhang Chapter 5: Output Analysis and Stress Testing for Risk-Constrained Portfolios Jitka Dupa a and Milos Kopa Chapter 6: Risk Measures and Management in the Energy Sector Marida Bertocchi, Rosella Giacometti, and Maria Teresa Vespucci Section III: Portfolio Management Chapter 7: Portfolio Optimization: Theory and Practice William T. Ziemba Chapter 8: Portfolio Optimization and Transaction Costs Renata Mansini, Wlodzimierz Ogryczak, and M. Grazia Speranza Chapter 9: Statistical Properties and Tests of Efficient Frontier Portfolios Chris J Adcock Section IV: Credit Risk Modeling Chapter 10: Stress Testing for Portfolio Credit Risk: Supervisory Expectations and Practices Michael Jacobs Jr. Chapter 11: A Critique of Credit Risk Models with Evidence from Mid-Cap Firms David E. Allen. Robert J. Powell, and Abhay K. Singh Chapter 12: Predicting Credit Ratings Using a Robust Multicriteria Approach Constantin Zopounidis Section V: Financial Markets Chapter 13: Parameter Analysis of the VPIN (Volume-Synchronized Probability of Informed Trading) Metric Jung Heon Song, Kesheng Wu, and Horst D. Simon Chapter 14: Covariance Specification Tests for Multivariate GARCH Models Gregory Koutmos Chapter 15: Accounting Information in the Prediction of Securities Class Actions Vassiliki Balla About the Contributors Index .
588 ## -
-- Description based on print version record and CIP data provided by publisher.
504 ## - BIBLIOGRAPHY, ETC. NOTE
Bibliography, etc Includes bibliographical references and index.
526 ## - STUDY PROGRAM INFORMATION NOTE
Department Finance
650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM
Topical term or geographic name as entry element Financial risk management.
650 #7 - SUBJECT ADDED ENTRY--TOPICAL TERM
Topical term or geographic name as entry element BUSINESS & ECONOMICS / Finance.
Source of heading or term bisacsh
650 #7 - SUBJECT ADDED ENTRY--TOPICAL TERM
Topical term or geographic name as entry element Financial risk management.
Source of heading or term fast
-- (OCoLC)fst01739657
655 #4 - INDEX TERM--GENRE/FORM
Genre/form data or focus term Electronic books.
655 #0 - INDEX TERM--GENRE/FORM
Genre/form data or focus term Electronic books.
700 1# - ADDED ENTRY--PERSONAL NAME
Personal name Galariotis, Emilios.
776 08 - ADDITIONAL PHYSICAL FORM ENTRY
Display text Print version:
Main entry heading Zopounidis, Constantin.
Title Quantitative financial risk management
Place, publisher, and date of publication Hoboken, New Jersey : Wiley, 2015
International Standard Book Number 9781118738184
Record control number (DLC) 2015005400
830 #0 - SERIES ADDED ENTRY--UNIFORM TITLE
Uniform title Frank J. Fabozzi series.
856 40 - ELECTRONIC LOCATION AND ACCESS
Uniform Resource Identifier <a href="http://dx.doi.org/10.1002/9781119080305">http://dx.doi.org/10.1002/9781119080305</a>
Public note Wiley Online Library
994 ## -
-- 92
-- DG1

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