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- catalog abstract "This collection of articles by leading researchers will be of interest to people working in the area of mathematical finance.".
- catalog contributor b11702898.
- catalog contributor b11702899.
- catalog contributor b11702900.
- catalog contributor b11702901.
- catalog created "2000.".
- catalog date "2000".
- catalog date "2000.".
- catalog dateCopyrighted "2000.".
- catalog description "Includes bibliographical references and index.".
- catalog description "Integrated Risk Management and Extreme Value Theory -- Coherent Allocation Capital for Credit Portfolios -- A Simple Approach to Country Risk -- The Structure of Credit Risk -- Extreme Value Theory and Risk Management: Basic Results -- Sensitivity of Values at Risk -- Extremes of ARCH Models -- Risk Exposure and its Sensitivity to Model Misspecification -- Neural Networks and Applications in Finance -- Nonlinear Approximation and Statistical Applications I -- Semiparametric Lower Bounds for Tail Index Estimation -- Bandwith Choice for M-estimators in Projection Pursuit and Single Index Regression -- Semiparametric Indirect Inference -- Change-point Problem in ARCH Models -- Change in Polynomial Regression and Related Processes.".
- catalog description "This collection of articles by leading researchers will be of interest to people working in the area of mathematical finance.".
- catalog extent "xiii, 257 p. :".
- catalog hasFormat "Measuring risk in complex stochastic systems.".
- catalog identifier "038798996X (softcover : alk. paper)".
- catalog isFormatOf "Measuring risk in complex stochastic systems.".
- catalog isPartOf "Lecture notes in statistics (Springer-Verlag) ; 147.".
- catalog isPartOf "Lecture notes in statistics ; 147".
- catalog issued "2000".
- catalog issued "2000.".
- catalog language "eng".
- catalog publisher "New York : Springer,".
- catalog relation "Measuring risk in complex stochastic systems.".
- catalog subject "658.15/5 21".
- catalog subject "Asset-liability management.".
- catalog subject "Finance Mathematical models.".
- catalog subject "Finance.".
- catalog subject "HD61 .M43 2000".
- catalog subject "Investments Mathematical models.".
- catalog subject "Risk management Mathematical models.".
- catalog subject "Statistics.".
- catalog tableOfContents "Integrated Risk Management and Extreme Value Theory -- Coherent Allocation Capital for Credit Portfolios -- A Simple Approach to Country Risk -- The Structure of Credit Risk -- Extreme Value Theory and Risk Management: Basic Results -- Sensitivity of Values at Risk -- Extremes of ARCH Models -- Risk Exposure and its Sensitivity to Model Misspecification -- Neural Networks and Applications in Finance -- Nonlinear Approximation and Statistical Applications I -- Semiparametric Lower Bounds for Tail Index Estimation -- Bandwith Choice for M-estimators in Projection Pursuit and Single Index Regression -- Semiparametric Indirect Inference -- Change-point Problem in ARCH Models -- Change in Polynomial Regression and Related Processes.".
- catalog title "Measuring risk in complex stochastic systems / Jürgen Franke, Wolfgang Härdle, Gerhard Stahl, editors.".
- catalog type "text".