000			03722cam a2200709Ka 4500
001			sulb-eb0033016
003			BD-SySUS
005			20170713221351.0
006			m o d
007			cr |||||||||||
008			131224s2014 si ob 001 0 eng d
040			_aYDXCP _beng _epn _cYDXCP _dDG1 _dN$T _dE7B _dOCLCQ _dCAUOI _dB24X7 _dOCLCQ _dCOO _dOCLCO _dOCLCQ _dDEBBG _dOCLCQ _dBD-SySUS
019			_a866737572
020			_a9781118809204 _q(electronic bk.)
020			_a1118809203 _q(electronic bk.)
020			_a1118796896 _q(electronic bk.)
020			_a9781118796894 _q(electronic bk.)
020			_a111879687X _q(electronic bk.)
020			_a9781118796870 _q(electronic bk.)
020			_a9781118796900
020			_a111879690X
029	1		_aAU@ _b000053336554
029	1		_aCHNEW _b000709860
029	1		_aDEBBG _bBV042743231
029	1		_aDEBBG _bBV043396442
035			_a(OCoLC)866737234 _z(OCoLC)866737572
050		4	_aHG106
072		7	_aBUS _x082000 _2bisacsh
072		7	_aBUS _x041000 _2bisacsh
072		7	_aBUS _x042000 _2bisacsh
072		7	_aBUS _x085000 _2bisacsh
082	0	4	_a658.15 _223
049			_aMAIN
100	1		_aMeissner, Gunter, _d1957-
245	1	0	_aCorrelation risk modeling and management : _ban applied guide including the Basel III correlation framework-- with interactive models in Excel/VBA / _cGunter Meissner.
260			_aSingapore : _bWiley, _c©2014.
300			_a1 online resource.
336			_atext _btxt _2rdacontent
337			_acomputer _bc _2rdamedia
338			_aonline resource _bcr _2rdacarrier
490	1		_aWiley finance series
504			_aIncludes bibliographical references and index.
588	0		_aOnline resource; title from PDF title page (Wiley, viewed Jan. 6, 2014).
520			_aThe first rigorous guide to cover the topic of correlation risk. A relatively overlooked type of risk until it caused major unexpected losses during the financial crisis of 2007 through 2009, correlation risk has become a major focus of the risk management departments in major financial institutions, particularly since Basel III specifically addressed correlation risk with new regulations. The book offers a rigorous explanation of the topic, revealing new and updated approaches to modelling and risk managing correlation risk. It features interactive models in Excel/VBA, an accompanying website with further materials, and problems and questions at the end of each chapter. The guide is ideal for anyone studying for CFA, PRMIA, CAIA, or other certifications. -- _cEdited summary from book.
650		0	_aFinancial risk _xMathematical models.
650		0	_aCorrelation (Statistics)
650		7	_aBUSINESS & ECONOMICS _xIndustrial Management. _2bisacsh
650		7	_aBUSINESS & ECONOMICS _xManagement. _2bisacsh
650		7	_aBUSINESS & ECONOMICS _xManagement Science. _2bisacsh
650		7	_aBUSINESS & ECONOMICS _xOrganizational Behavior. _2bisacsh
655		4	_aElectronic books.
776	0	8	_iPrint version: _aMeissner, Gunter. _tCorrelation risk modeling and management : an applied guiincluding the basel III correlation framework-with interactive models in excel/vba. _dSingapore : John Wiley & Sons, ©2014 _hxix, 330 pages _kWiley finance series. _z9781118796900
830		0	_aWiley finance series.
856	4	0	_uhttp://onlinelibrary.wiley.com/book/10.1002/9781118809204 _zWiley Online Library [Free Download only for SUST IP]
938			_aBooks 24x7 _bB247 _nbkf00063504
938			_aebrary _bEBRY _nebr10826695
938			_aEBSCOhost _bEBSC _n678588
938			_aYBP Library Services _bYANK _n11442666
938			_aYBP Library Services _bYANK _n11225868
938			_aYBP Library Services _bYANK _n11441949
994			_a92 _bDG1
999			_c64668 _d64668