000 03386cam a2200625Ka 4500
001 ocn866737234
003 OCoLC
005 20171101093127.0
006 m o d
007 cr |||||||||||
008 131224s2014 si ob 001 0 eng d
020 _a9781118809204
_q(electronic bk.)
020 _a1118809203
_q(electronic bk.)
020 _a1118796896
_q(electronic bk.)
020 _a9781118796894
_q(electronic bk.)
020 _a111879687X
_q(electronic bk.)
020 _a9781118796870
_q(electronic bk.)
020 _a9781118796900
020 _a111879690X
029 1 _aAU@
_b000053336554
029 1 _aCHNEW
_b000709860
029 1 _aDEBBG
_bBV042743231
029 1 _aDEBBG
_bBV043396442
035 _a(OCoLC)866737234
_z(OCoLC)866737572
040 _aYDXCP
_beng
_epn
_cYDXCP
_dDG1
_dN$T
_dE7B
_dOCLCQ
_dCAUOI
_dB24X7
_dOCLCQ
_dCOO
_dOCLCO
_dOCLCQ
_dDEBBG
_dOCLCQ
049 _aMAIN
050 4 _aHG106
072 7 _aBUS
_x082000
_2bisacsh
072 7 _aBUS
_x041000
_2bisacsh
072 7 _aBUS
_x042000
_2bisacsh
072 7 _aBUS
_x085000
_2bisacsh
082 0 4 _a658.15
_223
100 1 _aMeissner, Gunter,
_d1957-
245 1 0 _aCorrelation risk modeling and management : an applied guide including the Basel III correlation framework-- with interactive models in Excel/VBA /
_cGunter Meissner.
_h[electronic resource]
260 _aSingapore :
_bWiley,
_c©2014.
300 _a1 online resource.
336 _atext
_btxt
_2rdacontent
337 _acomputer
_bc
_2rdamedia
338 _aonline resource
_bcr
_2rdacarrier
490 1 _aWiley finance series
504 _aIncludes bibliographical references and index.
520 _aThe first rigorous guide to cover the topic of correlation risk. A relatively overlooked type of risk until it caused major unexpected losses during the financial crisis of 2007 through 2009, correlation risk has become a major focus of the risk management departments in major financial institutions, particularly since Basel III specifically addressed correlation risk with new regulations. The book offers a rigorous explanation of the topic, revealing new and updated approaches to modelling and risk managing correlation risk. It features interactive models in Excel/VBA, an accompanying website with further materials, and problems and questions at the end of each chapter. The guide is ideal for anyone studying for CFA, PRMIA, CAIA, or other certifications. --
_cEdited summary from book.
588 0 _aOnline resource; title from PDF title page (Wiley, viewed Jan. 6, 2014).
650 0 _aFinancial risk
_xMathematical models.
650 0 _aCorrelation (Statistics)
650 7 _aBUSINESS & ECONOMICS
_xIndustrial Management.
_2bisacsh
650 7 _aBUSINESS & ECONOMICS
_xManagement.
_2bisacsh
650 7 _aBUSINESS & ECONOMICS
_xManagement Science.
_2bisacsh
650 7 _aBUSINESS & ECONOMICS
_xOrganizational Behavior.
_2bisacsh
655 4 _aElectronic books.
776 0 8 _iPrint version:
_aMeissner, Gunter.
_tCorrelation risk modeling and management : an applied guiincluding the basel III correlation framework-with interactive models in excel/vba.
_dSingapore : John Wiley & Sons, ©2014
_hxix, 330 pages
_kWiley finance series.
_z9781118796900
830 0 _aWiley finance series.
856 4 0 _uhttp://onlinelibrary.wiley.com/book/10.1002/9781118809204
_zWiley Online Library
942 _2ddc
_cBK
999 _c207168
_d207168