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|a 2009279451
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|a 9780071625159 (alk. paper)
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|a 0071625151 (alk. paper)
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|a (OCoLC)ocn277205997
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|b .V37 2009
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|a 332.6
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| 245 |
0 |
4 |
|a The VaR modeling handbook /
|c edited by Greg N. Gregoriou
|
| 246 |
3 |
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|a Value-at-risk modeling handbook
|
| 260 |
|
|
|a New York :
|b McGraw-Hill,
|c c2009.
|
| 300 |
|
|
|a xxii, 392 pages :
|b illustrations ;
|c 24 cm.
|
| 490 |
1 |
|
|a McGraw-Hill finance & investing
|
| 500 |
|
|
|a Series from jacket.
|
| 500 |
|
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|a Subtitle on jacket: Practical applications in alternative investing, banking, insurance, and portfolio management.
|
| 504 |
|
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|a Includes bibliographical references and index.
|
| 505 |
0 |
|
|a Asset allocation for hedge fund strategies : how to better manage tail risk / Arjan Berkelaar, Adam Kobor, and Roy Kouwenberg -- Estimating value at risk of institutional portfolios with alternative asset classes / Roy Kouwenberg ... [et al.] -- A comparison between optimal allocations based on the modified VaR and those based on a utility-based risk measure / Laurent Bodson, Alain Cöen, and Georges Hübner -- Using CVaR to optimize and hedge portfolios / Francesco Menoncin -- Value at risk, capital standards, and risk alignment in banking firms / Guy Ford, Tyrone M. Carlin, and Nigel Finch -- The asset-liability management compound option model : a public debt management tool / Jorge A. Chan-Lau and André O. Santos -- A practitioner's critique of value-at-risk models / Robert Dubil -- Value at risk for a microcredit loan portfolio : an African microfinance institution case study / René Azokli, Emmanuel Fragnière, and Akimou Ossé -- Allocation of economic capital in banking : a simulation approach / Hans-Peter Burghof and Jan Müller -- Using tail conditional expectation for capital requirement calculation of a general insurance undertaking / João L.C. Duque, Alfredo D. Egídio dos Reis, and Ricardo Garcia -- Economic capital management for insurance companies / Rossella Bisignani, Giovanni Masala, and Marco Micocci -- Solvency II : an important case in applied VaR / Alfredo D. Egídio dos Reis, Raquel M. Gaspar, and Ana T. Vicente -- Quantile-based tail risk estimation for equity portfolios / John Cotter and Kevin Dowd -- Optimal mixed-asset portfolios / Juliane Proelss and Denis Schweizer -- Value-at-risk-adjusted performance for structured portfolios / Rosa Cocozza.
|
| 526 |
|
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|a BBS
|
| 541 |
|
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|a Karim International
|e 36434
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| 650 |
|
0 |
|a Financial risk management.
|9 36358
|
| 650 |
|
0 |
|a Financial risk management
|x Simulation methods.
|9 36359
|
| 650 |
|
0 |
|a Asset-liability management.
|9 36360
|
| 650 |
|
0 |
|a Asset-liability management
|x Simulation methods.
|9 36361
|
| 650 |
|
0 |
|a Finance.
|9 36362
|
| 650 |
|
0 |
|a Business & finance
|9 43286
|
| 700 |
1 |
|
|a Gregoriou, Greg N.,
|d 1956-
|9 36363
|
| 830 |
|
0 |
|a McGraw-Hill finance & investing.
|9 36364
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| 852 |
|
|
|a Ayesha Abed Library
|c General Stacks
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| 942 |
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