000 -LEADER |
fixed length control field |
03400nam a22004935i 4500 |
003 - CONTROL NUMBER IDENTIFIER |
control field |
OSt |
005 - DATE AND TIME OF LATEST TRANSACTION |
control field |
20140310151448.0 |
007 - PHYSICAL DESCRIPTION FIXED FIELD--GENERAL INFORMATION |
fixed length control field |
cr nn 008mamaa |
008 - FIXED-LENGTH DATA ELEMENTS--GENERAL INFORMATION |
fixed length control field |
120719s2012 xxu| s |||| 0|eng d |
020 ## - INTERNATIONAL STANDARD BOOK NUMBER |
International Standard Book Number |
9781461441038 |
|
978-1-4614-4103-8 |
050 #4 - LIBRARY OF CONGRESS CALL NUMBER |
Classification number |
HB135-147 |
082 04 - DEWEY DECIMAL CLASSIFICATION NUMBER |
Classification number |
519 |
Edition number |
23 |
264 #1 - |
-- |
New York, NY : |
-- |
Springer New York : |
-- |
Imprint: Springer, |
-- |
2012. |
912 ## - |
-- |
ZDB-2-SMA |
100 1# - MAIN ENTRY--PERSONAL NAME |
Personal name |
Hult, Henrik. |
Relator term |
author. |
245 10 - IMMEDIATE SOURCE OF ACQUISITION NOTE |
Title |
Risk and Portfolio Analysis |
Medium |
[electronic resource] : |
Remainder of title |
Principles and Methods / |
Statement of responsibility, etc |
by Henrik Hult, Filip Lindskog, Ola Hammarlid, Carl Johan Rehn. |
300 ## - PHYSICAL DESCRIPTION |
Extent |
XIII, 335 p. 57 illus. |
Other physical details |
online resource. |
440 1# - SERIES STATEMENT/ADDED ENTRY--TITLE |
Title |
Springer Series in Operations Research and Financial Engineering, |
International Standard Serial Number |
1431-8598 |
520 ## - SUMMARY, ETC. |
Summary, etc |
Investment and risk management problems are fundamental problems for financial institutions and involve both speculative and hedging decisions. A structured approach to these problems naturally leads one to the field of applied mathematics in order to translate subjective probability beliefs and attitudes towards risk and reward into actual decisions. In Risk and Portfolio Analysis the authors present sound principles and useful methods for making investment and risk management decisions in the presence of hedgeable and non-hedgeable risks using the simplest possible principles, methods, and models that still capture the essential features of the real-world problems. They use rigorous, yet elementary mathematics, avoiding technically advanced approaches which have no clear methodological purpose and are practically irrelevant. The material progresses systematically and topics such as the pricing and hedging of derivative contracts, investment and hedging principles from portfolio theory, and risk measurement and multivariate models from risk management are covered appropriately. The theory is combined with numerous real-world examples that illustrate how the principles, methods, and models can be combined to approach concrete problems and to draw useful conclusions. Exercises are included at the end of the chapters to help reinforce the text and provide insight. This book will serve advanced undergraduate and graduate students, and practitioners in insurance, finance as well as regulators. Prerequisites include undergraduate level courses in linear algebra, analysis, statistics and probability. |
650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM |
Topical term or geographic name as entry element |
Mathematics. |
|
Topical term or geographic name as entry element |
Finance. |
|
Topical term or geographic name as entry element |
Economics |
General subdivision |
Statistics. |
|
Topical term or geographic name as entry element |
Mathematics. |
|
Topical term or geographic name as entry element |
Quantitative Finance. |
|
Topical term or geographic name as entry element |
Statistics for Business/Economics/Mathematical Finance/Insurance. |
|
Topical term or geographic name as entry element |
Operations Research, Management Science. |
|
Topical term or geographic name as entry element |
Operations Research/Decision Theory. |
|
Topical term or geographic name as entry element |
Actuarial Sciences. |
|
Topical term or geographic name as entry element |
Financial Economics. |
700 1# - ADDED ENTRY--PERSONAL NAME |
Personal name |
Lindskog, Filip. |
Relator term |
author. |
|
Personal name |
Hammarlid, Ola. |
Relator term |
author. |
|
Personal name |
Rehn, Carl Johan. |
Relator term |
author. |
710 2# - ADDED ENTRY--CORPORATE NAME |
Corporate name or jurisdiction name as entry element |
SpringerLink (Online service) |
773 0# - HOST ITEM ENTRY |
Title |
Springer eBooks |
776 08 - ADDITIONAL PHYSICAL FORM ENTRY |
Display text |
Printed edition: |
International Standard Book Number |
9781461441021 |
856 40 - ELECTRONIC LOCATION AND ACCESS |
Uniform Resource Identifier |
http://dx.doi.org/10.1007/978-1-4614-4103-8 |
942 ## - ADDED ENTRY ELEMENTS (KOHA) |
Source of classification or shelving scheme |
|
Item type |
E-Book |