Central Bank of Nigeria Library

Image from Google Jackets

Market risk analysis : value-at-risk models / Carol Alexander.

By: Material type: TextTextPublication details: Hoboken, N.J. : Chichester, England : John Wiley .2008Description: 4v. : ill ; 26cmISBN:
  • 9780470997994 (set)
  • 9780470997888 (Vol.4)
Subject(s): DDC classification:
  • 658.15'5  22
Contents:
v. 1. Quantitative methods in finance -- v. 2. Practical financial econometrics -- v. 3. Pricing, hedging and trading financial instruments -- v. 4. Value-at-risk model.
Summary: This book provides the most comprehensive, rigorious and detailed treatment of market VaR models. It rests on the basic knowledge of financial mathematics and statistics gained from Volume 1, of factor models, principal component analysis, statistical models of volatility and correlation and copulas from other volumes.
Tags from this library: No tags from this library for this title. Log in to add tags.
Star ratings
    Average rating: 0.0 (0 votes)
Holdings
Item type Current library Collection Call number Copy number Status Date due Barcode
Monograph & others Monograph & others CBN ABEOKUTA BRANCH LIBRARY General Stacks Non-fiction 658.15'5 ALE (Browse shelf(Opens below)) c.1 Available 31008100754981
Monograph & others Monograph & others CBN AKURE BRANCH LIBRARY General Stacks Non-fiction 658.15'5 ALE (Browse shelf(Opens below)) c.1 Available 31008100369756
Monograph & others Monograph & others CBN BAUCHI BRANCH LIBRARY General Stacks Non-fiction 658.15'5 ALE (Browse shelf(Opens below)) c.1 Available 31008100386263
Monograph & others Monograph & others CBN BENIN BRANCH LIBRARY General Stacks Non-fiction 658.15'5 ALE (Browse shelf(Opens below)) c.1 Available 31008100479084
Monograph & others Monograph & others CBN CALABAR BRANCH LIBRARY General Stacks Non-fiction 658.15'5 ALE (Browse shelf(Opens below)) c.1 Available 31008101028468
Monograph & others Monograph & others CBN ENUGU BRANCH LIBRARY General Stacks Non-fiction 658.15'5 ALE (Browse shelf(Opens below)) c. 1 Available 31008100778410
Monograph & others Monograph & others CBN HQ Library 658.15'5 ALE (Browse shelf(Opens below)) Available 31008100010780
Monograph & others Monograph & others CBN HQ Library 658.15'5 ALE (Browse shelf(Opens below)) Available 31008100010798
Monograph & others Monograph & others CBN IBADAN BRANCH LIBRARY General Stacks Non-fiction 658.15'5 ALE (Browse shelf(Opens below)) C.1 Available 31008100741111
Monograph & others Monograph & others CBN ILORIN BRANCH LIBRARY General Stacks Non-fiction 658.15'5 ALE (Browse shelf(Opens below)) Available 31008100829932
Monograph & others Monograph & others CBN JOS BRANCH LIBRARY General Stacks Non-fiction 658.15'5 ALE (Browse shelf(Opens below)) c.1 Available 31008100380274
Monograph & others Monograph & others CBN KADUNA BRANCH LIBRARY General Stacks Non-fiction 658.15'5 ALE (Browse shelf(Opens below)) Available 31008101168306
Monograph & others Monograph & others CBN KANO BRANCH LIBRARY General Stacks Non-fiction 658.15'5 ALE (Browse shelf(Opens below)) c.1 Available 31008101195515
Monograph & others Monograph & others CBN KATSINA BRANCH LIBRARY General Stacks Non-fiction 658.15'5 ALE (Browse shelf(Opens below)) Available 31008100374095
Monograph & others Monograph & others CBN LAGOS LAISON OFFICE LIBRARY General Stacks 658.15'5 ALE (Browse shelf(Opens below)) Available 31008100689062
Monograph & others Monograph & others CBN LAGOS LEARNING CENTRE LIBRARY General Stacks Non-fiction 658.15'5 ALE (Browse shelf(Opens below)) c.1 Available 31008100727599
Monograph & others Monograph & others CBN MAIDUGURI BRANCH LIBRARY General Stacks Non-fiction 658.15'5 ALE (Browse shelf(Opens below)) c. 1 Available 31008100449061
Monograph & others Monograph & others CBN MAKURDI BRANCH LIBRARY General Stacks Non-fiction 658.15'5 ALE (Browse shelf(Opens below)) c.1 Available 31008100360599
Monograph & others Monograph & others CBN MINNA BRANCH LIBRARY General Stacks Non-fiction 658.15'5 ALE (Browse shelf(Opens below)) c.1 Available 31008100587142
Monograph & others Monograph & others CBN OWERRI BRANCH LIBRARY General Stacks Non-fiction 658.15'5 ALE (Browse shelf(Opens below)) c.1 Available 31008100473426
Monograph & others Monograph & others CBN PORTHARCOURT BRANCH LIBRARY General Stacks Non-fiction 658.15'5 ALE (Browse shelf(Opens below)) C.1 Available 31008100519665
Monograph & others Monograph & others CBN SOKOTO BRANCH LIBRARY Non-fiction 658.15'5 ALE (Browse shelf(Opens below)) Available 31008100402946
Monograph & others Monograph & others CBN UYO BRANCH LIBRARY General Stacks Non-fiction 658.15'5 ALE (Browse shelf(Opens below)) C1 Available 31008100453071
Monograph & others Monograph & others CBN YOLA BRANCH LIBRARY General Stacks Non-fiction 658.15'5 ALE (Browse shelf(Opens below)) c.1 Available 31008100488846

Includes bibliographical references (p. 437-439) and index

v. 1. Quantitative methods in finance -- v. 2. Practical financial econometrics -- v. 3. Pricing, hedging and trading financial instruments -- v. 4. Value-at-risk model.

This book provides the most comprehensive, rigorious and detailed treatment of market VaR models. It rests on the basic knowledge of financial mathematics and statistics gained from Volume 1, of factor models, principal component analysis, statistical models of volatility and correlation and copulas from other volumes.

osa 26/07/13

Loans

There are no comments on this title.

to post a comment.