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000 -LEADER | |
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fixed length control field | 02883cam a22002532 b4500 |
003 - CONTROL NUMBER IDENTIFIER | |
control field | OSt |
005 - DATE AND TIME OF LATEST TRANSACTION | |
control field | 20230610133526.0 |
008 - FIXED-LENGTH DATA ELEMENTS--GENERAL INFORMATION | |
fixed length control field | 071125e20080611njua s|||||||| 2|eng|d |
020 ## - INTERNATIONAL STANDARD BOOK NUMBER | |
International Standard Book Number | 9780470998014 |
International Standard Book Number | 9780470997994 |
041 ## - Language | |
Language code of text/sound track or separate title | eng |
050 #0 - LIBRARY OF CONGRESS CALL NUMBER | |
Classification number | HG6024.A3 |
082 00 - DEWEY DECIMAL CLASSIFICATION NUMBER | |
Classification number | 332.015195 |
Edition number | 22 |
Item number | A374 |
100 1# - MAIN ENTRY--PERSONAL NAME | |
Personal name | Alexander, Carol. |
9 (RLIN) | 7006 |
245 10 - IMMEDIATE SOURCE OF ACQUISITION NOTE | |
Title | Market Risk Analysis : |
Remainder of title | Practical financial econometrics / |
Statement of responsibility, etc | Carol Alexander. |
260 ## - PUBLICATION, DISTRIBUTION, ETC. (IMPRINT) | |
Place of publication, distribution, etc | Hoboken, N.J : |
Name of publisher, distributor, etc | Wiley, |
Date of publication, distribution, etc | 2008 |
300 ## - PHYSICAL DESCRIPTION | |
Extent | 426 p. |
Other physical details | ill. |
Dimensions | 25.000 x 017.500 cm. + |
Accompanying material | 2 CD-ROM. |
440 #0 - SERIES STATEMENT/ADDED ENTRY--TITLE | |
9 (RLIN) | 24025 |
Title | Market risk analysis ; |
Volume number/sequential designation | 2 |
506 ## - RESTRICTIONS ON ACCESS NOTE | |
Terms governing access | Access restricted to BGSU students, faculty and staff. |
520 8# - SUMMARY, ETC. | |
Summary, etc | Annotation |
Expansion of summary note | Written by leading market risk academic, Professor Carol Alexander, Practical Financial Econometrics forms part two of the Market Risk Analysis four volume set. It introduces the econometric techniques that are commonly applied to finance with a critical and selective exposition, emphasising the areas of econometrics, such as GARCH, cointegration and copulas that are required for resolving problems in market risk analysis. The book covers material for a one–semester graduate course in applied financial econometrics in a very pedagogical fashion as each time a concept is introduced an empirical example is given, and whenever possible this is illustrated with an Excel spreadsheet. All together, the Market Risk Analysis four volume set illustrates virtually every concept or formula with a practical, numerical example or a longer, empirical case study. Across all four volumes there are approximately 300 numerical and empirical examples, 400 graphs and figures and 30 case studies many of which are contained in interactive Excel spreadsheets available from the the accompanying CD–ROM . Empirical examples and case studies specific to this volume include:
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521 ## - TARGET AUDIENCE NOTE | |
Target audience note | Trade |
Source | John Wiley & Sons, Incorporated. |
650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM | |
9 (RLIN) | 256 |
Topical term or geographic name as entry element | Risk management |
942 ## - ADDED ENTRY ELEMENTS (KOHA) | |
Source of classification or shelving scheme | |
Item type | Book |
Price effective from | Permanent location | Date last seen | Not for loan | Date acquired | Source of classification or shelving scheme | Koha item type | Lost status | Cost, normal purchase price | Withdrawn status | Source of acquisition | Materials specified (bound volume or other part) | Cost, replacement price | Damaged status | Barcode | Current location | Public note | Full call number |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
2012-06-21 | AUM Main Library | 2013-05-16 | 2013-05-16 | Book | 56.80 | Jordan Book Centre | v.2 | 39.76 | AUM-001480 | AUM Main Library | JBC/2012/6152 | 332.015195 A374 | |||||
2012-06-21 | AUM Main Library | 2013-06-18 | 2013-06-18 | Book | 51.48 | Jordan Book Centre | v.2 | 36.03 | AUM-001481 | AUM Main Library | JBC/2012/6152 | 332.015195 A374 |