000 04404cam a2200697 i 4500
001 ocn904400144
003 OCoLC
005 20230823095223.0
006 m o d
007 cr |||||||||||
008 150303s2015 nju o 001 0 eng
010 _a 2015009043
040 _aDLC
_beng
_erda
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019 _a919508982
_a961683385
_a962626444
020 _a9781118738221 (epub)
020 _a1118738225 (epub)
020 _a9781118738405 (pdf)
020 _a1118738403 (pdf)
020 _z9781118738184 (hardback)
020 _a9781119080305
020 _a1119080304
020 _a1118738187
020 _a9781118738184
029 1 _aDEBSZ
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029 1 _aAU@
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029 1 _aNZ1
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029 1 _aDEBSZ
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035 _a(OCoLC)904400144
_z(OCoLC)919508982
_z(OCoLC)961683385
_z(OCoLC)962626444
037 _aCL0500000637
_bSafari Books Online
042 _apcc
050 0 0 _aHD61
072 7 _aBUS
_x027000
_2bisacsh
082 0 0 _a332
_223
084 _aBUS027000
_2bisacsh
049 _aMAIN
100 1 _aZopounidis, Constantin.
245 1 0 _aQuantitative financial risk management :
_btheory and practice /
_cConstantin Zopounidis, Emilios Galariotis.
264 1 _aHoboken, New Jersey :
_bWiley,
_c2015.
300 _a1 online resource.
336 _atext
_2rdacontent
337 _acomputer
_2rdamedia
338 _aonline resource
_2rdacarrier
490 1 _aThe Frank J. Fabozzi series
500 _aIncludes index.
500 _aMachine 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 _aDescription based on print version record and CIP data provided by publisher.
504 _aIncludes bibliographical references and index.
650 0 _aFinancial risk management.
650 7 _aBUSINESS & ECONOMICS / Finance.
_2bisacsh
650 7 _aFinancial risk management.
_2fast
_0(OCoLC)fst01739657
655 4 _aElectronic books.
655 0 _aElectronic books.
700 1 _aGalariotis, Emilios.
776 0 8 _iPrint version:
_aZopounidis, Constantin.
_tQuantitative financial risk management
_dHoboken, New Jersey : Wiley, 2015
_z9781118738184
_w(DLC) 2015005400
830 0 _aFrank J. Fabozzi series.
856 4 0 _uhttp://dx.doi.org/10.1002/9781119080305
_zWiley Online Library
994 _a92
_bDG1
999 _c18563
_d18522
526 _bfin