000			01481nam a2200253Ia 4500
003			OSt
005			20210706125043.0
008			210310s1998 enkad gr 000 0 eng d
020			_a0471979570
040			_aCO-JMCR _cCO-JMCR
041	0		_aeng
082	0	4	_a332.645 / _bA374r _223
100	1		_aAlexander, Carol, _916203 _eeditor
245	1	0	_aRisk management and analysis : _bmeasuring and modelling financial risk / _cCarol Alexander
260			_aChichester : _bJohn Wiley & Sons, _c1998
300			_aix, 281 páginas : _bilustraciones y gráficas a blanco y negro ; _c27 cm.
505	0		_aThe 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
650	1	4	_aGestión de riesgos _916205
650	2	4	_aCapital bancario _938381
650	2	4	_aFuturos financieros _938382
650	2	4	_aMercado capital _938383
650	2	4	_aPaíses en desarrollo _92059
942			_2ddc _cBK
999			_c8054 _d8054