Normal view MARC view ISBD view

The VaR modeling handbook / (Record no. 374)

MARC details
000 -LEADER
fixed length control field	03496nam a2200421 a 4500
001 - CONTROL NUMBER
control field	2009279451
003 - CONTROL NUMBER IDENTIFIER
control field	DLC
005 - DATE AND TIME OF LATEST TRANSACTION
control field	20151013135814.0
008 - FIXED-LENGTH DATA ELEMENTS--GENERAL INFORMATION
fixed length control field	091117s2009 nyua b 001 0 eng d
010 ## - LIBRARY OF CONGRESS CONTROL NUMBER
LC control number	2009279451
020 ## - INTERNATIONAL STANDARD BOOK NUMBER
International Standard Book Number	9780071625159 (alk. paper)
020 ## - INTERNATIONAL STANDARD BOOK NUMBER
International Standard Book Number	0071625151 (alk. paper)
035 ## - SYSTEM CONTROL NUMBER
System control number	(OCoLC)ocn277205997
040 ## - CATALOGING SOURCE
Original cataloging agency	BTCTA
Transcribing agency	BTCTA
Modifying agency	YDXCP
--	BWX
--	GSU
--	VGM
--	PMC
--	CDX
--	DLC
050 00 - LIBRARY OF CONGRESS CALL NUMBER
Classification number	HG4529
Item number	.V37 2009
082 ## - DEWEY DECIMAL CLASSIFICATION NUMBER
Classification number	658.15'5
Edition number	22
245 04 - TITLE STATEMENT
Title	The VaR modeling handbook /
Statement of responsibility, etc.	Greg N. Gregoriou, editor.
246 3# - VARYING FORM OF TITLE
Title proper/short title	Value-at-risk modeling handbook
260 ## - PUBLICATION, DISTRIBUTION, ETC. (IMPRINT)
Place of publication, distribution, etc.	New York :
Name of publisher, distributor, etc.	McGraw-Hill,
Date of publication, distribution, etc.	c2009.
300 ## - PHYSICAL DESCRIPTION
Extent	xxii, 392 p. :
Other physical details	ill. ;
Dimensions	24 cm.
440 1# - SERIES STATEMENT/ADDED ENTRY--TITLE
Title	McGraw-Hill finance & investing
500 ## - GENERAL NOTE
General note	Series from jacket.
500 ## - GENERAL NOTE
General note	Subtitle on jacket: Practical applications in alternative investing, banking, insurance, and portfolio management.
504 ## - BIBLIOGRAPHY, ETC. NOTE
Bibliography, etc	Includes bibliographical references and index.
505 0# - FORMATTED CONTENTS NOTE
Formatted contents note	Asset allocation for hedge fund strategies : how to better manage tail risk / Arjan Berkelaar, Adam Kobor, and Roy Kouwenberg -- Estimating value at risk of institutional portfolios with alternative asset classes / Roy Kouwenberg ... [et al.] -- A comparison between optimal allocations based on the modified VaR and those based on a utility-based risk measure / Laurent Bodson, Alain Cöen, and Georges Hübner -- Using CVaR to optimize and hedge portfolios / Francesco Menoncin -- Value at risk, capital standards, and risk alignment in banking firms / Guy Ford, Tyrone M. Carlin, and Nigel Finch -- The asset-liability management compound option model : a public debt management tool / Jorge A. Chan-Lau and André O. Santos -- A practitioner's critique of value-at-risk models / Robert Dubil -- Value at risk for a microcredit loan portfolio : an African microfinance institution case study / René Azokli, Emmanuel Fragnière, and Akimou Ossé -- Allocation of economic capital in banking : a simulation approach / Hans-Peter Burghof and Jan Müller -- Using tail conditional expectation for capital requirement calculation of a general insurance undertaking / João L.C. Duque, Alfredo D. Egídio dos Reis, and Ricardo Garcia -- Economic capital management for insurance companies / Rossella Bisignani, Giovanni Masala, and Marco Micocci -- Solvency II : an important case in applied VaR / Alfredo D. Egídio dos Reis, Raquel M. Gaspar, and Ana T. Vicente -- Quantile-based tail risk estimation for equity portfolios / John Cotter and Kevin Dowd -- Optimal mixed-asset portfolios / Juliane Proelss and Denis Schweizer -- Value-at-risk-adjusted performance for structured portfolios / Rosa Cocozza.
520 ## - SUMMARY, ETC.
Summary, etc.	This book contains new research in the vast area of value at risk, and will be invaluable for sophisticated and intitutional investors and money managers.
590 ## - LOCAL NOTE - Cataloguer & Date
Local note	aia 05/06/13
591 ## - Local Note: Item Class (Ref/Loans/Arch): Loans
Local Note: Item Class	Loan
650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM
Topical term or geographic name as entry element	Financial risk management.
650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM
Topical term or geographic name as entry element	Financial risk management
General subdivision	Simulation methods.
650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM
Topical term or geographic name as entry element	Asset-liability management.
650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM
Topical term or geographic name as entry element	Asset-liability management
General subdivision	Simulation methods.
700 1# - ADDED ENTRY--PERSONAL NAME
Personal name	Gregoriou, Greg N.,
Dates associated with a name	1956-
856 42 - ELECTRONIC LOCATION AND ACCESS
Materials specified	Contributor biographical information
Uniform Resource Identifier	<a href="http://www.loc.gov/catdir/enhancements/fy1011/2009279451-b.html">http://www.loc.gov/catdir/enhancements/fy1011/2009279451-b.html</a>
856 42 - ELECTRONIC LOCATION AND ACCESS
Materials specified	Publisher description
Uniform Resource Identifier	<a href="http://www.loc.gov/catdir/enhancements/fy1011/2009279451-d.html">http://www.loc.gov/catdir/enhancements/fy1011/2009279451-d.html</a>
856 41 - ELECTRONIC LOCATION AND ACCESS
Materials specified	Table of contents only
Uniform Resource Identifier	<a href="http://www.loc.gov/catdir/enhancements/fy1011/2009279451-t.html">http://www.loc.gov/catdir/enhancements/fy1011/2009279451-t.html</a>
942 ## - ADDED ENTRY ELEMENTS (KOHA)
Source of classification or shelving scheme	Dewey Decimal Classification
Koha item type	Monograph & others

Holdings
Source of classification or shelving scheme	Home library	Current library	Date acquired	Full call number	Barcode	Date last seen	Bill Date	Koha item type	Collection code	Shelving location	Copy number
Dewey Decimal Classification	CBN ABEOKUTA BRANCH LIBRARY	CBN ABEOKUTA BRANCH LIBRARY	14/03/2019	658.15'5 VAR	31008100419064	14/03/2019	14/03/2019	Monograph & others			c.1
Dewey Decimal Classification	CBN AKURE BRANCH LIBRARY	CBN AKURE BRANCH LIBRARY	12/03/2019	658.15'5 VAR	31008100369780	12/03/2019	12/03/2019	Monograph & others	Non-fiction	General Stacks	c.1
Dewey Decimal Classification	CBN BAUCHI BRANCH LIBRARY	CBN BAUCHI BRANCH LIBRARY	10/08/2018	658.15'5 VAR	31008100566955	10/08/2018	10/08/2018	Monograph & others	Non-fiction	General Stacks	c.1
Dewey Decimal Classification	CBN BENIN BRANCH LIBRARY	CBN BENIN BRANCH LIBRARY	02/07/2018	658.15'5 VAR	31008100479076	02/07/2018	02/07/2018	Monograph & others	Non-fiction	General Stacks	c.1
Dewey Decimal Classification	CBN CALABAR BRANCH LIBRARY	CBN CALABAR BRANCH LIBRARY	23/10/2019	658.15'5 VAR	31008100760988	23/10/2019	23/10/2019	Monograph & others	Non-fiction	General Stacks	c.1
Dewey Decimal Classification	CBN ENUGU BRANCH LIBRARY	CBN ENUGU BRANCH LIBRARY	12/12/2018	658.15'5 VAR	31008100779285	12/12/2018	12/12/2018	Monograph & others	Non-fiction	General Stacks	c. 1
Dewey Decimal Classification	CBN HQ Library	CBN HQ Library	13/10/2015	658.15'5 VAR	31008100009329	13/10/2015	13/10/2015	Monograph & others
Dewey Decimal Classification	CBN HQ Library	CBN HQ Library	13/10/2015	658.15'5 VAR	31008100009337	13/10/2015	13/10/2015	Monograph & others
Dewey Decimal Classification	CBN IBADAN BRANCH LIBRARY	CBN IBADAN BRANCH LIBRARY	31/07/2018	658.15'5VAR	31008100740618	31/07/2018	31/07/2018	Monograph & others	Non-fiction	General Stacks	C.1
Dewey Decimal Classification	CBN ILORIN BRANCH LIBRARY	CBN ILORIN BRANCH LIBRARY	10/09/2018	658.15'5 VAR	31008100828215	10/09/2018	10/09/2018	Monograph & others	Reference	Reference
Dewey Decimal Classification	CBN JOS BRANCH LIBRARY	CBN JOS BRANCH LIBRARY	03/04/2018	658.15'5 VAR	31008100380134	03/04/2018	03/04/2018	Monograph & others	Non-fiction	General Stacks	c.1
Dewey Decimal Classification	CBN KADUNA BRANCH LIBRARY	CBN KADUNA BRANCH LIBRARY	07/09/2018	658.15'5 VAR	31008101169205	07/09/2018	07/09/2018	Monograph & others	Non-fiction	General Stacks
Dewey Decimal Classification	CBN KANO BRANCH LIBRARY	CBN KANO BRANCH LIBRARY	08/11/2018	658.15'5 VAR	31008100662382	08/11/2018	08/11/2018	Monograph & others	Non-fiction	General Stacks	c.1
Dewey Decimal Classification	CBN KATSINA BRANCH LIBRARY	CBN KATSINA BRANCH LIBRARY	13/04/2018	658.15'5 VAR	31008100373758	13/04/2018	13/04/2018	Monograph & others	Non-fiction	General Stacks
Dewey Decimal Classification	CBN LAGOS LAISON OFFICE LIBRARY	CBN LAGOS LAISON OFFICE LIBRARY	09/05/2018	658.15'5 VAR	31008100688056	09/05/2018	09/05/2018	Monograph & others		General Stacks
Dewey Decimal Classification	CBN LAGOS LEARNING CENTRE LIBRARY	CBN LAGOS LEARNING CENTRE LIBRARY	05/10/2018	658.15'5 VAR	31008100719406	05/10/2018	05/10/2018	Monograph & others	Non-fiction	General Stacks	c.1
Dewey Decimal Classification	CBN MAIDUGURI BRANCH LIBRARY	CBN MAIDUGURI BRANCH LIBRARY	11/12/2018	658.15'5 GRE	31008100927322	11/12/2018	11/12/2018	Monograph & others	Non-fiction	General Stacks	c. 1
Dewey Decimal Classification	CBN MAKURDI BRANCH LIBRARY	CBN MAKURDI BRANCH LIBRARY	13/10/2015	658.15'5 VAR	31008100360961	15/03/2019	13/10/2015	Monograph & others	Non-fiction	General Stacks	c.1
Dewey Decimal Classification	CBN MINNA BRANCH LIBRARY	CBN MINNA BRANCH LIBRARY	25/05/2018	658.15'5	31008100585609	25/05/2018	25/05/2018	Monograph & others	Non-fiction	General Stacks	c.1
Dewey Decimal Classification	CBN MINNA BRANCH LIBRARY	CBN MINNA BRANCH LIBRARY	28/08/2018	658.15'5 VAR	31008100807219	28/08/2018	28/08/2018	Monograph & others	Non-fiction	General Stacks	c.1
Dewey Decimal Classification	CBN OWERRI BRANCH LIBRARY	CBN OWERRI BRANCH LIBRARY	18/05/2018	658.15'5 VAR	31008100473418	18/05/2018	18/05/2018	Monograph & others	Non-fiction	General Stacks	c.1
Dewey Decimal Classification	CBN PORTHARCOURT BRANCH LIBRARY	CBN PORTHARCOURT BRANCH LIBRARY	14/05/2018	658.15'5 VAR	31008100520184	14/05/2018	14/05/2018	Monograph & others	Non-fiction	General Stacks	C.1
Dewey Decimal Classification	CBN SOKOTO BRANCH LIBRARY	CBN SOKOTO BRANCH LIBRARY	18/04/2018	658.15'5 VAR	31008100402979	18/04/2018	18/04/2018	Monograph & others	Non-fiction
Dewey Decimal Classification	CBN SOKOTO BRANCH LIBRARY	CBN SOKOTO BRANCH LIBRARY	18/04/2018	658.15'5 VAR	31008100402987	18/04/2018	18/04/2018	Monograph & others	Non-fiction
Dewey Decimal Classification	CBN UYO BRANCH LIBRARY	CBN UYO BRANCH LIBRARY	22/03/2018	658.15'5 VAR	31008100452982	22/03/2018	22/03/2018	Monograph & others	Non-fiction	General Stacks	C1
Dewey Decimal Classification	CBN YOLA BRANCH LIBRARY	CBN YOLA BRANCH LIBRARY	10/04/2018	658.15'5 VAR	31008100487970	10/04/2018	10/04/2018	Monograph & others	Non-fiction	General Stacks	c.1