TY  - BOOK
AU  - Alexander,Carol
TI  - Risk management and analysis : : measuring and modelling financial risk / 
SN  - 0471979570
U1  - 332.645 / 23
PY  - 1998///
CY  - Chichester : 
PB  - John Wiley & Sons, 
KW  - Gestión de riesgos
KW  - Capital bancario
KW  - Futuros financieros
KW  - Mercado capital
KW  - Países en desarrollo
N1  - The New 1998 regulatory framework for capital adequacy: "standarzized approach" versus "Internal Models", Michel Crouhy, Dan Galai, and Robert Mark -- A survey of Risk Measurement theory and practice, stan Beckers -- Value at Risk, Thomas C. Wilson -- Volatility and correlation: measurement, models and applications, Carol Alexander -- Simulation for option pricing and risk management, mark broadie and Paul Glasserman -- An introduction to the technology of risk, Nigel Webb -- Mark-to-future: A consistent firm-wide paradigm for measuring risk and return, Ron S. Dembo -- Credit risk, Robert Jarrow and stuart turnbull -- Credit enhancement, Lee Wakeman
ER  -