MARC details
| 000 -LEADER |
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| fixed length control field |
03452nam a2200397 a 4500 |
| 001 - CONTROL NUMBER |
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| control field |
36434 |
| 003 - CONTROL NUMBER IDENTIFIER |
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| control field |
BD-DhAAL |
| 005 - DATE AND TIME OF LATEST TRANSACTION |
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| control field |
20211129104458.0 |
| 008 - FIXED-LENGTH DATA ELEMENTS--GENERAL INFORMATION |
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| fixed length control field |
191022t2009 nyua b 001 0 eng d |
| 010 ## - LIBRARY OF CONGRESS CONTROL NUMBER |
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| LC control number |
2009279451 |
| 020 ## - INTERNATIONAL STANDARD BOOK NUMBER |
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| International Standard Book Number |
9780071625159 (alk. paper) |
|
|---|
| International Standard Book Number |
0071625151 (alk. paper) |
| 035 ## - SYSTEM CONTROL NUMBER |
|---|
| System control number |
(OCoLC)ocn277205997 |
| 040 ## - CATALOGING SOURCE |
|---|
| Original cataloging agency |
BTCTA |
| Transcribing agency |
BTCTA |
| Modifying agency |
YDXCP |
| -- |
BWX |
| -- |
GSU |
| -- |
VGM |
| -- |
PMC |
| -- |
CDX |
| -- |
DLC |
| -- |
BD-DhAAL |
| 042 ## - AUTHENTICATION CODE |
|---|
| Authentication code |
lccopycat |
| 050 00 - LIBRARY OF CONGRESS CALL NUMBER |
|---|
| Classification number |
HG4529 |
| Item number |
.V37 2009 |
| 082 ## - DEWEY DECIMAL CLASSIFICATION NUMBER |
|---|
| Classification number |
332.6 |
| 245 04 - TITLE STATEMENT |
|---|
| Title |
The VaR modeling handbook / |
| Statement of responsibility, etc |
edited by Greg N. Gregoriou |
| 246 3# - VARYING FORM OF TITLE |
|---|
| Title proper/short title |
Value-at-risk modeling handbook |
| 260 ## - PUBLICATION, DISTRIBUTION, ETC. (IMPRINT) |
|---|
| Place of publication, distribution, etc |
New York : |
| Name of publisher, distributor, etc |
McGraw-Hill, |
| Date of publication, distribution, etc |
c2009. |
| 300 ## - PHYSICAL DESCRIPTION |
|---|
| Extent |
xxii, 392 pages : |
| Other physical details |
illustrations ; |
| Dimensions |
24 cm. |
| 490 1# - SERIES STATEMENT |
|---|
| Series statement |
McGraw-Hill finance & investing |
| 500 ## - GENERAL NOTE |
|---|
| General note |
Series from jacket. |
|
|---|
| General note |
Subtitle on jacket: Practical applications in alternative investing, banking, insurance, and portfolio management. |
| 504 ## - BIBLIOGRAPHY, ETC. NOTE |
|---|
| Bibliography, etc |
Includes bibliographical references and index. |
| 505 0# - FORMATTED CONTENTS NOTE |
|---|
| Formatted contents note |
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 ## - STUDY PROGRAM INFORMATION NOTE |
|---|
| Program name |
BBS |
| 650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM |
|---|
| Topical term or geographic name as entry element |
Financial risk management. |
| 9 (RLIN) |
36358 |
|
|---|
| Topical term or geographic name as entry element |
Financial risk management |
| General subdivision |
Simulation methods. |
| 9 (RLIN) |
36359 |
|
|---|
| Topical term or geographic name as entry element |
Asset-liability management. |
| 9 (RLIN) |
36360 |
|
|---|
| Topical term or geographic name as entry element |
Asset-liability management |
| General subdivision |
Simulation methods. |
| 9 (RLIN) |
36361 |
|
|---|
| Topical term or geographic name as entry element |
Finance. |
| 9 (RLIN) |
36362 |
|
|---|
| Topical term or geographic name as entry element |
Business & finance |
| 9 (RLIN) |
43286 |
| 700 1# - ADDED ENTRY--PERSONAL NAME |
|---|
| Personal name |
Gregoriou, Greg N., |
| Dates associated with a name |
1956- |
| 9 (RLIN) |
36363 |
| 830 #0 - SERIES ADDED ENTRY--UNIFORM TITLE |
|---|
| Uniform title |
McGraw-Hill finance & investing. |
| 9 (RLIN) |
36364 |
| 852 ## - LOCATION/CALL NUMBER |
|---|
| Location |
Ayesha Abed Library |
| Shelving location |
General Stacks |
| 942 ## - ADDED ENTRY ELEMENTS (KOHA) |
|---|
| Source of classification or shelving scheme |
Dewey Decimal Classification |
| Item type |
Book |
