000			03874cam a2200697Ka 4500
001			ocn760884478
003			OCoLC
005			20171116090707.0
006			m o d
007			cr cnu---unuuu
008			111114s2011 enka ob 001 0 eng d
020			_a9781119205869 _q(electronic bk.)
020			_a1119205867 _q(electronic bk.)
020			_a9781119977100 _q(electronic bk.)
020			_a111997710X _q(electronic bk.)
020			_a9781119977117 _q(electronic bk.)
020			_a1119977118 _q(electronic bk.)
020			_a9781119977124 _q(electronic bk.)
020			_a1119977126 _q(electronic bk.)
020			_z9780470669433
020			_z0470669438
029	1		_aAU@ _b000050961657
029	1		_aAU@ _b000051426264
029	1		_aAU@ _b000052900394
029	1		_aDEBBG _bBV041907682
029	1		_aDEBBG _bBV042970412
029	1		_aDEBBG _bBV043393684
029	1		_aDEBSZ _b396999735
029	1		_aDEBSZ _b421528672
029	1		_aDKDLA _b820120-katalog:000556391
029	1		_aHEBIS _b29983283X
029	1		_aNZ1 _b14257181
035			_a(OCoLC)760884478 _z(OCoLC)778620975 _z(OCoLC)816882794 _z(OCoLC)961503532 _z(OCoLC)962613538 _z(OCoLC)965534575
040			_aN$T _beng _epn _cN$T _dYDXCP _dE7B _dCDX _dEBLCP _dMHW _dMERUC _dOCLCQ _dDEBSZ _dOCLCQ _dNLGGC _dOCLCQ _dIDEBK _dDEBBG _dDG1 _dOCLCQ _dCOO _dOCLCQ _dAZK
049			_aMAIN
050		4	_aHG6024.3 _b.D365 2011eb
072		7	_aBUS _x033070 _2bisacsh
082	0	4	_a658.1550112 _222
100	1		_aDaníelsson, Jón.
245	1	0	_aFinancial risk forecasting : the theory and practice of forecasting market risk, with implementation in R and Matlab / _cJón Daníelsson. _h[electronic resource]
260			_aChichester : _bJohn Wiley, _c2011.
300			_a1 online resource (xxi, 274 pages) : _billustrations.
336			_atext _btxt _2rdacontent
337			_acomputer _bc _2rdamedia
338			_aonline resource _bcr _2rdacarrier
380			_aBibliography
490	1		_aWiley finance series
500			_aFormerly CIP. _5Uk
504			_aIncludes bibliographical references and index.
505	0		_aCover; Dedication; Title page; Copyright; Preface; Acknowledgments; Abbreviations; Notation; 1 Financial markets, prices and risk; 1.1 Prices, returns and stock indices; 1.2 S & P 500 returns; 1.3 The stylized facts of financial returns; 1.4 Volatility; 1.5 Nonnormality and fat tails; 1.6 Identification of fat tails; 1.7 Nonlinear dependence; 1.8 Copulas; 1.9 Summary; 2 Univariate volatility modeling; 2.1 Modeling Volatility; 2.2 Simple volatility models; 2.3 GARCH and conditional volatility; 2.4 Maximum likelihood estimation of volatility models; 2.5 Diagnosing volatility models.
520			_aFinancial Risk Forecasting is a complete introduction to practical quantitative risk management, with a focus on market risk. Derived from the authors teaching notes and years spent training practitioners in risk management techniques, it brings together the three key disciplines of finance, statistics and modeling (programming), to provide a thorough grounding in risk management techniques. Written by renowned risk expert Jon Danielsson, the book begins with an introduction to financial markets and market prices, volatility clusters, fat tails and nonlinear dependence. It then goes on to pres.
588	0		_aPrint version record.
650		0	_aFinancial risk management _xForecasting.
650		0	_aFinancial risk management _xSimulation methods.
650		7	_aBUSINESS & ECONOMICS _xInsurance _xRisk Assessment & Management. _2bisacsh
655		4	_aElectronic books.
776	0	8	_iPrint version: _aDaníelsson, Jón. _tFinancial risk forecasting. _dChichester : John Wiley, 2011 _z9780470669433 _w(OCoLC)726091330
830		0	_aWiley finance series.
856	4	0	_uhttp://onlinelibrary.wiley.com/book/10.1002/9781119205869 _zWiley Online Library
942			_2ddc _cBK
999			_c205364 _d205364