000			01816cam a2200277zu 4500
001			10041574
003			FRCYB10041574
005			20250108084400.0
006			m o d
007			cr un
008			250108s1998 fr | o|||||0|0|||eng d
020			_a9780471979579
035			_aFRCYB10041574
040			_aFR-PaCSA _ben _c _erda
100	1		_aAlexander, Carol
245	0	1	_aRisk Management and Analysis Volume 1 _bMeasuring and Modeling Financial Risk _c['Alexander, Carol']
264		1	_bJohn Wiley & Sons _c1998
300			_a p.
336			_btxt _2rdacontent
337			_bc _2rdamdedia
338			_bc _2rdacarrier
650		0	_a
700	0		_aAlexander, Carol
856	4	0	_2Cyberlibris _uhttps://international.scholarvox.com/netsen/book/10041574 _qtext/html _a
520			_aIn the two years since the publication of The Handbook of Risk Management and Analysis interest and the practice of management, modelling and control of financial risks has grown enormously. The author/editor has produced two stand-alone or companion volumes. Only one third of the original material remains. Measuring and Modelling Financial Risk has been structured in four parts: the first three chapters survey standard approaches to measuring and modelling financial risk from the risk manager perspective, Chapters 4 and 5 are aimed primarily at quantitative risk analysts whose job it is to put the systems in place. Chapters 6 and 7 discuss important issues in IT and systems design, and the last two chapters cover pricing and risk management of credit-risky products. Leading figures in the field contribute: Michel Crouhy, Dan Galai and Robert Mark, Stan Beckers, Thomas Wilson, Mark Broadie and Paul Glasserman, Nigel Webb, Ron Dembo, Robert Jarrow and Stuart Turnbull, and Lee Wakeman.
999			_c80150 _d80150