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VaR methodology for non-Gaussian finance / (Record no. 206801)

000 -LEADER
fixed length control field 02952cam a2200625Ia 4500
001 - CONTROL NUMBER
control field ocn846849486
003 - CONTROL NUMBER IDENTIFIER
control field OCoLC
005 - DATE AND TIME OF LATEST TRANSACTION
control field 20171106103432.0
006 - FIXED-LENGTH DATA ELEMENTS--ADDITIONAL MATERIAL CHARACTERISTICS
fixed length control field m o d
007 - PHYSICAL DESCRIPTION FIXED FIELD--GENERAL INFORMATION
fixed length control field cr cn|||||||||
008 - FIXED-LENGTH DATA ELEMENTS--GENERAL INFORMATION
fixed length control field 130605s2013 enk ob 001 0 eng d
020 ## - INTERNATIONAL STANDARD BOOK NUMBER
International Standard Book Number 9781118733905
Qualifying information (electronic bk.)
020 ## - INTERNATIONAL STANDARD BOOK NUMBER
International Standard Book Number 1118733908
Qualifying information (electronic bk.)
020 ## - INTERNATIONAL STANDARD BOOK NUMBER
International Standard Book Number 9781118733691
Qualifying information (electronic bk.)
020 ## - INTERNATIONAL STANDARD BOOK NUMBER
International Standard Book Number 111873369X
Qualifying information (electronic bk.)
029 1# - OTHER SYSTEM CONTROL NUMBER (OCLC)
OCLC library identifier AU@
System control number 000051629115
029 1# - OTHER SYSTEM CONTROL NUMBER (OCLC)
OCLC library identifier AU@
System control number 000053034739
029 1# - OTHER SYSTEM CONTROL NUMBER (OCLC)
OCLC library identifier CHBIS
System control number 010026659
029 1# - OTHER SYSTEM CONTROL NUMBER (OCLC)
OCLC library identifier CHVBK
System control number 306240327
029 1# - OTHER SYSTEM CONTROL NUMBER (OCLC)
OCLC library identifier DEBBG
System control number BV042742055
029 1# - OTHER SYSTEM CONTROL NUMBER (OCLC)
OCLC library identifier GBVCP
System control number 790208180
029 1# - OTHER SYSTEM CONTROL NUMBER (OCLC)
OCLC library identifier NZ1
System control number 15340627
029 1# - OTHER SYSTEM CONTROL NUMBER (OCLC)
OCLC library identifier DEBBG
System control number BV043395987
035 ## - SYSTEM CONTROL NUMBER
System control number (OCoLC)846849486
Canceled/invalid control number (OCoLC)889246549
040 ## - CATALOGING SOURCE
Original cataloging agency DG1
Language of cataloging eng
Description conventions pn
Transcribing agency DG1
Modifying agency CUS
-- N$T
-- NOC
-- OCLCO
-- OCLCF
-- OCLCO
-- YDXCP
-- OCLCQ
049 ## - LOCAL HOLDINGS (OCLC)
Holding library MAIN
050 #4 - LIBRARY OF CONGRESS CALL NUMBER
Classification number HG106
Item number .H33 2013
072 #7 - SUBJECT CATEGORY CODE
Subject category code BUS
Subject category code subdivision 027000
Source bisacsh
082 04 - DEWEY DECIMAL CLASSIFICATION NUMBER
Classification number 332
Edition number 23
100 1# - MAIN ENTRY--PERSONAL NAME
Personal name Habart-Corlosquet, Marine.
245 10 - TITLE STATEMENT
Title VaR methodology for non-Gaussian finance /
Statement of responsibility, etc. Marine Habart-Corlosquet, Jacques Janssen, Raimondo Manca.
Medium [electronic resource]
260 ## - PUBLICATION, DISTRIBUTION, ETC. (IMPRINT)
Place of publication, distribution, etc. London :
Name of publisher, distributor, etc. ISTE Ltd. ;
Place of publication, distribution, etc. Hoboken :
Name of publisher, distributor, etc. John Wiley & Sons, Inc.,
Date of publication, distribution, etc. ©2013.
300 ## - PHYSICAL DESCRIPTION
Extent 1 online resource.
336 ## - CONTENT TYPE
Content type term text
Content type code txt
Source rdacontent
337 ## - MEDIA TYPE
Media type term computer
Media type code c
Source rdamedia
338 ## - CARRIER TYPE
Carrier type term online resource
Carrier type code cr
Source rdacarrier
490 1# - SERIES STATEMENT
Series statement Focus series in finance, business and management
504 ## - BIBLIOGRAPHY, ETC. NOTE
Bibliography, etc Includes bibliographical references and index.
505 0# - FORMATTED CONTENTS NOTE
Formatted contents note Use of Value-at-Risk (VaR) Techniques for Solvency II, Basel II and III / Marine Habart-Corlosquet, Jacques Janssen, Raimondo Manca -- Classical Value-at-Risk (VaR) Methods / Marine Habart-Corlosquet, Jacques Janssen, Raimondo Manca -- VaR Extensions from Gaussian Finance to Non-Gaussian Finance / Marine Habart-Corlosquet, Jacques Janssen, Raimondo Manca -- New VaR Methods of Non-Gaussian Finance / Marine Habart-Corlosquet, Jacques Janssen, Raimondo Manca -- Non-Gaussian Finance: Semi-Markov Models / Marine Habart-Corlosquet, Jacques Janssen, Raimondo Manca.
588 0# - SOURCE OF DESCRIPTION NOTE
Source of description note Print version record.
650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM
Topical term or geographic name as entry element Finance
General subdivision Mathematical models.
650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM
Topical term or geographic name as entry element Value.
650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM
Topical term or geographic name as entry element Markov processes.
650 #7 - SUBJECT ADDED ENTRY--TOPICAL TERM
Topical term or geographic name as entry element BUSINESS & ECONOMICS
General subdivision Finance.
Source of heading or term bisacsh
650 #7 - SUBJECT ADDED ENTRY--TOPICAL TERM
Topical term or geographic name as entry element Finance
General subdivision Mathematical models.
Source of heading or term fast
Authority record control number (OCoLC)fst00924398
650 #7 - SUBJECT ADDED ENTRY--TOPICAL TERM
Topical term or geographic name as entry element Markov processes.
Source of heading or term fast
Authority record control number (OCoLC)fst01010347
650 #7 - SUBJECT ADDED ENTRY--TOPICAL TERM
Topical term or geographic name as entry element Value.
Source of heading or term fast
Authority record control number (OCoLC)fst01163873
655 #4 - INDEX TERM--GENRE/FORM
Genre/form data or focus term Electronic books.
700 1# - ADDED ENTRY--PERSONAL NAME
Personal name Janssen, Jacques,
Dates associated with a name 1939-
700 1# - ADDED ENTRY--PERSONAL NAME
Personal name Manca, Raimondo.
776 08 - ADDITIONAL PHYSICAL FORM ENTRY
Relationship information Print version:
Main entry heading Habart-Corlosquet, Marine.
Title VaR methodology for non-Gaussian finance.
Place, publisher, and date of publication London : ISTE Ltd. ; Hoboken : John Wiley & Sons, Inc., ©2013
International Standard Book Number 9781848214644
Record control number (OCoLC)824530621
830 #0 - SERIES ADDED ENTRY--UNIFORM TITLE
Uniform title Focus series in finance, business and management.
856 40 - ELECTRONIC LOCATION AND ACCESS
Uniform Resource Identifier http://onlinelibrary.wiley.com/book/10.1002/9781118733691
Public note Wiley Online Library
942 ## - ADDED ENTRY ELEMENTS (KOHA)
Source of classification or shelving scheme
Koha item type Books

No items available.

Last Updated on September 15, 2019
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