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| Títol : | An Introduction to economic capital | | Tipus de document : | text imprès | | Autors : | Mohan Bhatia, Autor | | Editorial : | London : Risk Books | | Data de publicació : | cop. 2009 | | Nombre de pàgines : | xiv, 316 p. | | Dimensions : | 23 cm | | ISBN/ISSN/DL : | 978-1-906348-09-0 | | Nota general : | Inclou índex i bibliografia | | Idioma : | Anglès (eng) | | Matèries : | Capital
Gestió del risc
| | Classificació : | 601.9 Risc | | Resum : | This new addition to the Risk Books Introductory Series identifies the basic building blocks for economic capital measurement. It familiarises and trains a newcomer to the economic capital building blocks, computation approaches and taxonomy, risk measures, risk aggregation, distribution, correlation and dependency structures, risk mitigation, simulation and basic modelling techniques necessary for an institution to invent their own techniques and parameters for modelling economic capital for various types of risks. | | Permalink : | https://bibliotecatriasfargas.cat/pmb/opac_css/index.php?lvl=notice_display&id=2 |
An Introduction to economic capital [text imprès] / Mohan Bhatia, Autor . - London : Risk Books, cop. 2009 . - xiv, 316 p. ; 23 cm. ISBN : 978-1-906348-09-0 Inclou índex i bibliografia Idioma : Anglès ( eng) | Matèries : | Capital
Gestió del risc
| | Classificació : | 601.9 Risc | | Resum : | This new addition to the Risk Books Introductory Series identifies the basic building blocks for economic capital measurement. It familiarises and trains a newcomer to the economic capital building blocks, computation approaches and taxonomy, risk measures, risk aggregation, distribution, correlation and dependency structures, risk mitigation, simulation and basic modelling techniques necessary for an institution to invent their own techniques and parameters for modelling economic capital for various types of risks. | | Permalink : | https://bibliotecatriasfargas.cat/pmb/opac_css/index.php?lvl=notice_display&id=2 |
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An Introduction to economic capital / Mohan Bhatia (cop. 2009)