000			01261nam a2200265 a 4500
001			CBN000000063
005			20151013135752.0
008			020813s2008 enka 001 0 eng d
020			_a9780470997994 (set)
020			_a9780470997888 (Vol.4)
040			_aCBNCAT
082			_a658.15'5 _222
100	1		_aAlexander, Carol.
245	1	0	_aMarket risk analysis : _bvalue-at-risk models / _cCarol Alexander.
260			_aHoboken, N.J. : _aChichester, England : _bJohn Wiley _c.2008
300			_a 4v. : _bill ; _c26cm
504			_aIncludes bibliographical references (p. 437-439) and index
505			_a 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.
520			_aThis 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.
590			_aosa 26/07/13
591			_aLoans
650			_aHedging (Finance)
650		0	_aFinancial risk management
942			_2ddc _cBOOK
999			_c99 _d99