MARC details
| 000 -LEADER |
|---|
| fixed length control field |
02098cam a22003374a 4500 |
| 001 - CONTROL NUMBER |
|---|
| control field |
14377098 |
| 005 - DATE AND TIME OF LATEST TRANSACTION |
|---|
| control field |
20230922104736.0 |
| 008 - FIXED-LENGTH DATA ELEMENTS--GENERAL INFORMATION |
|---|
| fixed length control field |
060515s2007 nyua b 001 0 eng |
| 010 ## - LIBRARY OF CONGRESS CONTROL NUMBER |
|---|
| LC control number |
2006015513 |
| 020 ## - INTERNATIONAL STANDARD BOOK NUMBER |
|---|
| International Standard Book Number |
9780071464956 |
| 035 ## - SYSTEM CONTROL NUMBER |
|---|
| System control number |
(OCoLC)ocm69104260 |
| 035 ## - SYSTEM CONTROL NUMBER |
|---|
| System control number |
(OCoLC)69104260 |
| 040 ## - CATALOGING SOURCE |
|---|
| Original cataloging agency |
DLC |
| Transcribing agency |
IIMV |
| Modifying agency |
BAKER |
| -- |
C#P |
| -- |
DLC |
| 042 ## - AUTHENTICATION CODE |
|---|
| Authentication code |
pcc |
| 050 00 - LIBRARY OF CONGRESS CALL NUMBER |
|---|
| Classification number |
HG6024.3 |
| Item number |
.J683 2007 |
| 082 00 - DEWEY DECIMAL CLASSIFICATION NUMBER |
|---|
| Classification number |
658.155 |
| Edition number |
22 |
| 100 1# - MAIN ENTRY--PERSONAL NAME |
|---|
| Personal name |
Jorion, Philippe, |
| Dates associated with a name |
1955- |
| 9 (RLIN) |
32942 |
| 245 10 - TITLE STATEMENT |
|---|
| Title |
Value at risk : |
| Remainder of title |
the new benchmark for managing financial risk / |
| Statement of responsibility, etc. |
Philippe Jorion. |
| 250 ## - EDITION STATEMENT |
|---|
| Edition statement |
3rd ed. |
| 260 ## - PUBLICATION, DISTRIBUTION, ETC. |
|---|
| Place of publication, distribution, etc. |
New York : |
| Name of publisher, distributor, etc. |
McGraw-Hill, |
| Date of publication, distribution, etc. |
c2007. |
| 300 ## - PHYSICAL DESCRIPTION |
|---|
| Extent |
xvii, 602 p. : |
| Other physical details |
ill. ; |
| Dimensions |
24 cm. |
| 504 ## - BIBLIOGRAPHY, ETC. NOTE |
|---|
| Bibliography, etc. note |
Includes bibliographical references (p. 573-584) and index. |
| 505 0# - FORMATTED CONTENTS NOTE |
|---|
| Formatted contents note |
Motivation -- The need for risk management -- Lessons from financial disasters -- VAR-based regulatory capital -- Building blocks -- Sources of financial risk -- Computing VAR -- Backtesting VAR -- Portfolio risk: analytical methods -- Multivariate models -- Forecasting risks and correlations -- Value-at-risk systems -- VAR methods -- VAR mapping -- Monte Carlo methods -- Liquidity risk -- Stress testing -- Applications of risk management systems -- Using VAR to measure and control risk -- Using VAR for active risk management -- VAR and risk budgeting in investment management -- Extensions of risk management systems -- Credit risk management -- Operational risk management -- Integrated risk management -- The risk management profession -- Risk management: guidelines and pitfalls -- Conclusions. |
| 650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM |
|---|
| Topical term or geographic name entry element |
Financial futures. |
| 9 (RLIN) |
32943 |
| 650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM |
|---|
| Topical term or geographic name entry element |
Risk management. |
| 9 (RLIN) |
32944 |
| 856 42 - ELECTRONIC LOCATION AND ACCESS |
|---|
| Materials specified |
Contributor biographical information |
| Uniform Resource Identifier |
<a href="http://www.loc.gov/catdir/enhancements/fy0659/2006015513-b.html">http://www.loc.gov/catdir/enhancements/fy0659/2006015513-b.html</a> |
| 856 42 - ELECTRONIC LOCATION AND ACCESS |
|---|
| Materials specified |
Publisher description |
| Uniform Resource Identifier |
<a href="http://www.loc.gov/catdir/enhancements/fy0659/2006015513-d.html">http://www.loc.gov/catdir/enhancements/fy0659/2006015513-d.html</a> |
| 906 ## - LOCAL DATA ELEMENT F, LDF (RLIN) |
|---|
| a |
7 |
| b |
cbc |
| c |
orignew |
| d |
1 |
| e |
ecip |
| f |
20 |
| g |
y-gencatlg |
| 942 ## - ADDED ENTRY ELEMENTS (KOHA) |
|---|
| Source of classification or shelving scheme |
Dewey Decimal Classification |
| Koha item type |
Book |
