VaR methodology for non-Gaussian finance / (Record no. 206801)
[ view plain ]
| 000 -LEADER | |
|---|---|
| fixed length control field | 02952cam a2200625Ia 4500 |
| 001 - CONTROL NUMBER | |
| control field | ocn846849486 |
| 003 - CONTROL NUMBER IDENTIFIER | |
| control field | OCoLC |
| 005 - DATE AND TIME OF LATEST TRANSACTION | |
| control field | 20171106103432.0 |
| 006 - FIXED-LENGTH DATA ELEMENTS--ADDITIONAL MATERIAL CHARACTERISTICS | |
| fixed length control field | m o d |
| 007 - PHYSICAL DESCRIPTION FIXED FIELD--GENERAL INFORMATION | |
| fixed length control field | cr cn||||||||| |
| 008 - FIXED-LENGTH DATA ELEMENTS--GENERAL INFORMATION | |
| fixed length control field | 130605s2013 enk ob 001 0 eng d |
| 020 ## - INTERNATIONAL STANDARD BOOK NUMBER | |
| International Standard Book Number | 9781118733905 |
| Qualifying information | (electronic bk.) |
| 020 ## - INTERNATIONAL STANDARD BOOK NUMBER | |
| International Standard Book Number | 1118733908 |
| Qualifying information | (electronic bk.) |
| 020 ## - INTERNATIONAL STANDARD BOOK NUMBER | |
| International Standard Book Number | 9781118733691 |
| Qualifying information | (electronic bk.) |
| 020 ## - INTERNATIONAL STANDARD BOOK NUMBER | |
| International Standard Book Number | 111873369X |
| Qualifying information | (electronic bk.) |
| 029 1# - OTHER SYSTEM CONTROL NUMBER (OCLC) | |
| OCLC library identifier | AU@ |
| System control number | 000051629115 |
| 029 1# - OTHER SYSTEM CONTROL NUMBER (OCLC) | |
| OCLC library identifier | AU@ |
| System control number | 000053034739 |
| 029 1# - OTHER SYSTEM CONTROL NUMBER (OCLC) | |
| OCLC library identifier | CHBIS |
| System control number | 010026659 |
| 029 1# - OTHER SYSTEM CONTROL NUMBER (OCLC) | |
| OCLC library identifier | CHVBK |
| System control number | 306240327 |
| 029 1# - OTHER SYSTEM CONTROL NUMBER (OCLC) | |
| OCLC library identifier | DEBBG |
| System control number | BV042742055 |
| 029 1# - OTHER SYSTEM CONTROL NUMBER (OCLC) | |
| OCLC library identifier | GBVCP |
| System control number | 790208180 |
| 029 1# - OTHER SYSTEM CONTROL NUMBER (OCLC) | |
| OCLC library identifier | NZ1 |
| System control number | 15340627 |
| 029 1# - OTHER SYSTEM CONTROL NUMBER (OCLC) | |
| OCLC library identifier | DEBBG |
| System control number | BV043395987 |
| 035 ## - SYSTEM CONTROL NUMBER | |
| System control number | (OCoLC)846849486 |
| Canceled/invalid control number | (OCoLC)889246549 |
| 040 ## - CATALOGING SOURCE | |
| Original cataloging agency | DG1 |
| Language of cataloging | eng |
| Description conventions | pn |
| Transcribing agency | DG1 |
| Modifying agency | CUS |
| -- | N$T |
| -- | NOC |
| -- | OCLCO |
| -- | OCLCF |
| -- | OCLCO |
| -- | YDXCP |
| -- | OCLCQ |
| 049 ## - LOCAL HOLDINGS (OCLC) | |
| Holding library | MAIN |
| 050 #4 - LIBRARY OF CONGRESS CALL NUMBER | |
| Classification number | HG106 |
| Item number | .H33 2013 |
| 072 #7 - SUBJECT CATEGORY CODE | |
| Subject category code | BUS |
| Subject category code subdivision | 027000 |
| Source | bisacsh |
| 082 04 - DEWEY DECIMAL CLASSIFICATION NUMBER | |
| Classification number | 332 |
| Edition number | 23 |
| 100 1# - MAIN ENTRY--PERSONAL NAME | |
| Personal name | Habart-Corlosquet, Marine. |
| 245 10 - TITLE STATEMENT | |
| Title | VaR methodology for non-Gaussian finance / |
| Statement of responsibility, etc. | Marine Habart-Corlosquet, Jacques Janssen, Raimondo Manca. |
| Medium | [electronic resource] |
| 260 ## - PUBLICATION, DISTRIBUTION, ETC. (IMPRINT) | |
| Place of publication, distribution, etc. | London : |
| Name of publisher, distributor, etc. | ISTE Ltd. ; |
| Place of publication, distribution, etc. | Hoboken : |
| Name of publisher, distributor, etc. | John Wiley & Sons, Inc., |
| Date of publication, distribution, etc. | ©2013. |
| 300 ## - PHYSICAL DESCRIPTION | |
| Extent | 1 online resource. |
| 336 ## - CONTENT TYPE | |
| Content type term | text |
| Content type code | txt |
| Source | rdacontent |
| 337 ## - MEDIA TYPE | |
| Media type term | computer |
| Media type code | c |
| Source | rdamedia |
| 338 ## - CARRIER TYPE | |
| Carrier type term | online resource |
| Carrier type code | cr |
| Source | rdacarrier |
| 490 1# - SERIES STATEMENT | |
| Series statement | Focus series in finance, business and management |
| 504 ## - BIBLIOGRAPHY, ETC. NOTE | |
| Bibliography, etc | Includes bibliographical references and index. |
| 505 0# - FORMATTED CONTENTS NOTE | |
| Formatted contents note | Use of Value-at-Risk (VaR) Techniques for Solvency II, Basel II and III / Marine Habart-Corlosquet, Jacques Janssen, Raimondo Manca -- Classical Value-at-Risk (VaR) Methods / Marine Habart-Corlosquet, Jacques Janssen, Raimondo Manca -- VaR Extensions from Gaussian Finance to Non-Gaussian Finance / Marine Habart-Corlosquet, Jacques Janssen, Raimondo Manca -- New VaR Methods of Non-Gaussian Finance / Marine Habart-Corlosquet, Jacques Janssen, Raimondo Manca -- Non-Gaussian Finance: Semi-Markov Models / Marine Habart-Corlosquet, Jacques Janssen, Raimondo Manca. |
| 588 0# - SOURCE OF DESCRIPTION NOTE | |
| Source of description note | Print version record. |
| 650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM | |
| Topical term or geographic name as entry element | Finance |
| General subdivision | Mathematical models. |
| 650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM | |
| Topical term or geographic name as entry element | Value. |
| 650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM | |
| Topical term or geographic name as entry element | Markov processes. |
| 650 #7 - SUBJECT ADDED ENTRY--TOPICAL TERM | |
| Topical term or geographic name as entry element | BUSINESS & ECONOMICS |
| General subdivision | Finance. |
| Source of heading or term | bisacsh |
| 650 #7 - SUBJECT ADDED ENTRY--TOPICAL TERM | |
| Topical term or geographic name as entry element | Finance |
| General subdivision | Mathematical models. |
| Source of heading or term | fast |
| Authority record control number | (OCoLC)fst00924398 |
| 650 #7 - SUBJECT ADDED ENTRY--TOPICAL TERM | |
| Topical term or geographic name as entry element | Markov processes. |
| Source of heading or term | fast |
| Authority record control number | (OCoLC)fst01010347 |
| 650 #7 - SUBJECT ADDED ENTRY--TOPICAL TERM | |
| Topical term or geographic name as entry element | Value. |
| Source of heading or term | fast |
| Authority record control number | (OCoLC)fst01163873 |
| 655 #4 - INDEX TERM--GENRE/FORM | |
| Genre/form data or focus term | Electronic books. |
| 700 1# - ADDED ENTRY--PERSONAL NAME | |
| Personal name | Janssen, Jacques, |
| Dates associated with a name | 1939- |
| 700 1# - ADDED ENTRY--PERSONAL NAME | |
| Personal name | Manca, Raimondo. |
| 776 08 - ADDITIONAL PHYSICAL FORM ENTRY | |
| Relationship information | Print version: |
| Main entry heading | Habart-Corlosquet, Marine. |
| Title | VaR methodology for non-Gaussian finance. |
| Place, publisher, and date of publication | London : ISTE Ltd. ; Hoboken : John Wiley & Sons, Inc., ©2013 |
| International Standard Book Number | 9781848214644 |
| Record control number | (OCoLC)824530621 |
| 830 #0 - SERIES ADDED ENTRY--UNIFORM TITLE | |
| Uniform title | Focus series in finance, business and management. |
| 856 40 - ELECTRONIC LOCATION AND ACCESS | |
| Uniform Resource Identifier | http://onlinelibrary.wiley.com/book/10.1002/9781118733691 |
| Public note | Wiley Online Library |
| 942 ## - ADDED ENTRY ELEMENTS (KOHA) | |
| Source of classification or shelving scheme | |
| Koha item type | Books |
No items available.
