Multi-Asset Risk Modeling (notice n° 62415)
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| 000 -LEADER | |
|---|---|
| fixed length control field | 01954cam a2200289zu 4500 |
| 003 - CONTROL NUMBER IDENTIFIER | |
| control field | FRCYB88819185 |
| 005 - DATE AND TIME OF LATEST TRANSACTION | |
| control field | 20250107212432.0 |
| 008 - FIXED-LENGTH DATA ELEMENTS--GENERAL INFORMATION | |
| fixed length control field | 250107s2013 fr | o|||||0|0|||eng d |
| 020 ## - INTERNATIONAL STANDARD BOOK NUMBER | |
| International Standard Book Number | 9780124016903 |
| 035 ## - SYSTEM CONTROL NUMBER | |
| System control number | FRCYB88819185 |
| 040 ## - CATALOGING SOURCE | |
| Original cataloging agency | FR-PaCSA |
| Language of cataloging | en |
| Transcribing agency | |
| Description conventions | rda |
| 100 1# - MAIN ENTRY--PERSONAL NAME | |
| Personal name | Glantz, Morton |
| 245 01 - TITLE STATEMENT | |
| Title | Multi-Asset Risk Modeling |
| Remainder of title | Techniques for a Global Economy in an Electronic and Algorithmic Trading Era |
| Statement of responsibility, etc. | ['Glantz, Morton', 'Kissell, Robert'] |
| 264 #1 - PRODUCTION, PUBLICATION, DISTRIBUTION, MANUFACTURE, AND COPYRIGHT NOTICE | |
| Name of producer, publisher, distributor, manufacturer | Elsevier Science |
| Date of production, publication, distribution, manufacture, or copyright notice | 2013 |
| 300 ## - PHYSICAL DESCRIPTION | |
| Extent | p. |
| 336 ## - CONTENT TYPE | |
| Content type code | txt |
| Source | rdacontent |
| 337 ## - MEDIA TYPE | |
| Media type code | c |
| Source | rdamdedia |
| 338 ## - CARRIER TYPE | |
| Carrier type code | c |
| Source | rdacarrier |
| 520 ## - SUMMARY, ETC. | |
| Summary, etc. | Multi-Asset Risk Modeling describes, in a single volume, the latest and most advanced risk modeling techniques for equities, debt, fixed income, futures and derivatives, commodities, and foreign exchange, as well as advanced algorithmic and electronic risk management. Beginning with the fundamentals of risk mathematics and quantitative risk analysis, the book moves on to discuss the laws in standard models that contributed to the 2008 financial crisis and talks about current and future banking regulation. Importantly, it also explores algorithmic trading, which currently receives sparse attention in the literature. By giving coherent recommendations about which statistical models to use for which asset class, this book makes a real contribution to the sciences of portfolio management and risk management. Covers all asset classes Provides mathematical theoretical explanations of risk as well as practical examples with empirical data Includes sections on equity risk modeling, futures and derivatives, credit markets, foreign exchange, and commodities |
| 650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM | |
| Topical term or geographic name entry element | |
| 700 0# - ADDED ENTRY--PERSONAL NAME | |
| Personal name | Glantz, Morton |
| 700 0# - ADDED ENTRY--PERSONAL NAME | |
| Personal name | Kissell, Robert |
| 856 40 - ELECTRONIC LOCATION AND ACCESS | |
| Access method | Cyberlibris |
| Uniform Resource Identifier | <a href="https://international.scholarvox.com/netsen/book/88819185">https://international.scholarvox.com/netsen/book/88819185</a> |
| Electronic format type | text/html |
| Host name | |
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