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Risk management in finance / First Risklab International Conference.

By: Contributor(s): Material type: TextTextBilbao ; Madrid : Fundación BBVA, 2005Edition: Editores Santiago Carrillo Menéndez, Antonio Sánchez Calle, Luis SecoDescription: 208 páginas : ilustraciones, gráficas ; 24 cmContent type:
  • Texto
Media type:
  • Sin mediación
Carrier type:
  • volumen
ISBN:
  • 8488562144
Subject(s): DDC classification:
  • 338.5  R47r 20
Other classification:
  • D81
  • E50
  • F65
Contents:
1. The tail that wags the dog: integrating credit risk in asset portfolios – 2. Portfolio optimization under credit risk -- 3. Understanding stochastic exposutes and LGDs in portfolio credit risk -- 4. Credit risk modelling and Basel II -- 5. Non-Gaussian mark to future for energy forwards and futures -- 6. Optimal design of weather derivatives -- 7. Computational tools for the analysis of market risk.
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Holdings
Item type Home library Call number Vol info Status Notes Date due Barcode Item holds
LIBRO FISICO Biblioteca Principal 338.5 R47r (Browse shelf(Opens below)) Ejemplar 1 Available Mantener en colección 29004020530696
Total holds: 0

Incluye bibliografías e índice.

1. The tail that wags the dog: integrating credit risk in asset portfolios – 2. Portfolio optimization under credit risk -- 3. Understanding stochastic exposutes and LGDs in portfolio credit risk -- 4. Credit risk modelling and Basel II -- 5. Non-Gaussian mark to future for energy forwards and futures -- 6. Optimal design of weather derivatives -- 7. Computational tools for the analysis of market risk.

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