Risk and Portfolio Analysis (Record no. 23109)

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
Copies
Price effective from Permanent location Date last seen Not for loan Date acquired Source of classification or shelving scheme Koha item type Damaged status Lost status Withdrawn status Current location Full call number
2014-04-09AUM Main Library2014-04-09 2014-04-09 E-Book   AUM Main Library519