Correlation risk modeling and management : (Record no. 21050)

MARC details
000 -LEADER
fixed length control field 03389cam a2200649Ka 4500
001 - CONTROL NUMBER
control field ocn866737234
003 - CONTROL NUMBER IDENTIFIER
control field OCoLC
005 - DATE AND TIME OF LATEST TRANSACTION
control field 20230823095218.0
006 - FIXED-LENGTH DATA ELEMENTS--ADDITIONAL MATERIAL CHARACTERISTICS--GENERAL INFORMATION
fixed length control field m o d
007 - PHYSICAL DESCRIPTION FIXED FIELD--GENERAL INFORMATION
fixed length control field cr |||||||||||
008 - FIXED-LENGTH DATA ELEMENTS--GENERAL INFORMATION
fixed length control field 131224s2014 si ob 001 0 eng d
040 ## - CATALOGING SOURCE
Original cataloging agency YDXCP
Language of cataloging eng
Description conventions pn
Transcribing agency YDXCP
Modifying agency DG1
-- N$T
-- E7B
-- OCLCQ
-- CAUOI
-- B24X7
-- OCLCQ
-- COO
-- OCLCO
-- OCLCQ
-- DEBBG
-- OCLCQ
019 ## -
-- 866737572
020 ## - INTERNATIONAL STANDARD BOOK NUMBER
ISBN 9781118809204
Qualifying information (electronic bk.)
020 ## - INTERNATIONAL STANDARD BOOK NUMBER
ISBN 1118809203
Qualifying information (electronic bk.)
020 ## - INTERNATIONAL STANDARD BOOK NUMBER
ISBN 1118796896
Qualifying information (electronic bk.)
020 ## - INTERNATIONAL STANDARD BOOK NUMBER
ISBN 9781118796894
Qualifying information (electronic bk.)
020 ## - INTERNATIONAL STANDARD BOOK NUMBER
ISBN 111879687X
Qualifying information (electronic bk.)
020 ## - INTERNATIONAL STANDARD BOOK NUMBER
ISBN 9781118796870
Qualifying information (electronic bk.)
020 ## - INTERNATIONAL STANDARD BOOK NUMBER
ISBN 9781118796900
020 ## - INTERNATIONAL STANDARD BOOK NUMBER
ISBN 111879690X
029 1# - (OCLC)
OCLC library identifier AU@
System control number 000053336554
029 1# - (OCLC)
OCLC library identifier CHNEW
System control number 000709860
029 1# - (OCLC)
OCLC library identifier DEBBG
System control number BV042743231
029 1# - (OCLC)
OCLC library identifier DEBBG
System control number BV043396442
035 ## - SYSTEM CONTROL NUMBER
System control number (OCoLC)866737234
Canceled/invalid control number (OCoLC)866737572
050 #4 - LIBRARY OF CONGRESS CALL NUMBER
Classification number HG106
072 #7 - SUBJECT CATEGORY CODE
Subject category code BUS
Subject category code subdivision 082000
Source bisacsh
072 #7 - SUBJECT CATEGORY CODE
Subject category code BUS
Subject category code subdivision 041000
Source bisacsh
072 #7 - SUBJECT CATEGORY CODE
Subject category code BUS
Subject category code subdivision 042000
Source bisacsh
072 #7 - SUBJECT CATEGORY CODE
Subject category code BUS
Subject category code subdivision 085000
Source bisacsh
082 04 - DEWEY DECIMAL CLASSIFICATION NUMBER
Classification number 658.15
Edition number 23
049 ## - LOCAL HOLDINGS (OCLC)
Holding library MAIN
100 1# - MAIN ENTRY--PERSONAL NAME
Personal name Meissner, Gunter,
Dates associated with a name 1957-
245 10 - TITLE STATEMENT
Title Correlation risk modeling and management :
Remainder of title an applied guide including the Basel III correlation framework-- with interactive models in Excel/VBA /
Statement of responsibility, etc Gunter Meissner.
260 ## - PUBLICATION, DISTRIBUTION, ETC. (IMPRINT)
Place of publication, distribution, etc Singapore :
Name of publisher, distributor, etc Wiley,
Date of publication, distribution, etc ©2014.
300 ## - PHYSICAL DESCRIPTION
Extent 1 online resource.
336 ## -
-- text
-- txt
-- rdacontent
337 ## -
-- computer
-- c
-- rdamedia
338 ## -
-- online resource
-- cr
-- rdacarrier
490 1# - SERIES STATEMENT
Series statement Wiley finance series
504 ## - BIBLIOGRAPHY, ETC. NOTE
Bibliography, etc Includes bibliographical references and index.
588 0# -
-- Online resource; title from PDF title page (Wiley, viewed Jan. 6, 2014).
520 ## - SUMMARY, ETC.
Summary, etc The 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. --
-- Edited summary from book.
526 ## - STUDY PROGRAM INFORMATION NOTE
Department Finance
650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM
Topical term or geographic name as entry element Financial risk
General subdivision Mathematical models.
650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM
Topical term or geographic name as entry element Correlation (Statistics)
650 #7 - SUBJECT ADDED ENTRY--TOPICAL TERM
Topical term or geographic name as entry element BUSINESS & ECONOMICS
General subdivision Industrial Management.
Source of heading or term bisacsh
650 #7 - SUBJECT ADDED ENTRY--TOPICAL TERM
Topical term or geographic name as entry element BUSINESS & ECONOMICS
General subdivision Management.
Source of heading or term bisacsh
650 #7 - SUBJECT ADDED ENTRY--TOPICAL TERM
Topical term or geographic name as entry element BUSINESS & ECONOMICS
General subdivision Management Science.
Source of heading or term bisacsh
650 #7 - SUBJECT ADDED ENTRY--TOPICAL TERM
Topical term or geographic name as entry element BUSINESS & ECONOMICS
General subdivision Organizational Behavior.
Source of heading or term bisacsh
655 #4 - INDEX TERM--GENRE/FORM
Genre/form data or focus term Electronic books.
776 08 - ADDITIONAL PHYSICAL FORM ENTRY
Display text Print version:
Main entry heading Meissner, Gunter.
Title Correlation risk modeling and management : an applied guiincluding the basel III correlation framework-with interactive models in excel/vba.
Place, publisher, and date of publication Singapore : John Wiley & Sons, ©2014
Physical description xix, 330 pages
Series data for related item Wiley finance series.
International Standard Book Number 9781118796900
830 #0 - SERIES ADDED ENTRY--UNIFORM TITLE
Uniform title Wiley finance series.
856 40 - ELECTRONIC LOCATION AND ACCESS
Uniform Resource Identifier <a href="http://dx.doi.org/10.1002/9781118809204">http://dx.doi.org/10.1002/9781118809204</a>
Public note Wiley Online Library
994 ## -
-- 92
-- DG1

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