000 01483nam a2200289Ia 4500
003 OSt
005 20210104173926.0
008 191128t2010 us ad gr 000 0 eng d
020 _a9780071663700
040 _aCO-JMCR
_cCO-JMCR
041 0 _aeng
082 0 4 _a658.55 /
_bG821r
_223
100 1 _aGregoriou, Greg N.,
_eeditor
_912626
245 1 4 _aThe risk modeling evaluation handbook :
_brethinking financial risk management methodologies in the global capital markets /
_cGregoriou Greg N., Christian Hoppe, Carsten S. Wehn, editores
260 _aNew York :
_bMc Graw-Hill,
_c©2010
300 _axv, 491 páginas :
_bgráficos a blanco y negro ;
_c23 cm.
490 0 _aFinance & investing
504 _aBibliografía al final de cada capítulo.
505 0 _aIntroduction to model risk -- Model risk related to equity and fixed income investments -- Model risk related to credit and credit derivatives investments -- Model risk related to valuation models
520 3 _aIf we have learned anything from the global financial collapse of 2008, it is this: the mathematical risk models currently used by financial institutions are no longer adequate quantitative measures of risk exposure. In The Risk Modeling Evaluation Handbo
650 1 4 _aGestión de riesgos
_912627
650 1 4 _aAnálisis de inversiones
_912628
650 2 4 _aInversiones
_912629
700 1 _aHoppe, Christian,
_eeditor
_912630
700 1 _aWehn, Carsten S,
_eeditor
_912631
942 _2ddc
_cBK
999 _c4722
_d4722