Granularity theory with applications to finance and insurance / (Record no. 651987)
[ view plain ]
| 000 -LEADER | |
|---|---|
| fixed length control field | 02699nam a22004218i 4500 |
| 001 - CONTROL NUMBER | |
| control field | CR9781107709393 |
| 005 - DATE AND TIME OF LATEST TRANSACTION | |
| control field | 20250919142047.0 |
| 006 - FIXED-LENGTH DATA ELEMENTS--ADDITIONAL MATERIAL CHARACTERISTICS | |
| fixed length control field | m|||||o||d|||||||| |
| 007 - PHYSICAL DESCRIPTION FIXED FIELD--GENERAL INFORMATION | |
| fixed length control field | cr|||||||||||| |
| 008 - FIXED-LENGTH DATA ELEMENTS--GENERAL INFORMATION | |
| fixed length control field | 141103s2014||||enk o ||1 0|eng|d |
| 020 ## - INTERNATIONAL STANDARD BOOK NUMBER | |
| International Standard Book Number | 9781107709393 (ebook) |
| 020 ## - INTERNATIONAL STANDARD BOOK NUMBER | |
| Canceled/invalid ISBN | 9781107070837 (hardback) |
| 020 ## - INTERNATIONAL STANDARD BOOK NUMBER | |
| Canceled/invalid ISBN | 9781107662889 (paperback) |
| 040 ## - CATALOGING SOURCE | |
| Original cataloging agency | UkCbUP |
| Language of cataloging | eng |
| Description conventions | rda |
| Transcribing agency | UkCbUP |
| 050 00 - LIBRARY OF CONGRESS CALL NUMBER | |
| Classification number | HG106 |
| Item number | .G34 2014 |
| 082 00 - DEWEY DECIMAL CLASSIFICATION NUMBER | |
| Classification number | 332.01/51 |
| Edition information | 23 |
| 100 1# - MAIN ENTRY--PERSONAL NAME | |
| Personal name | Gagliardini, Patrick, |
| Dates associated with a name | 1974- |
| Relator term | author. |
| 245 10 - TITLE STATEMENT | |
| Title | Granularity theory with applications to finance and insurance / |
| Statement of responsibility, etc. | Patrick Gagliardini, Universita della Svizzera Italiana, Switzerland, Christian Gourieroux, CREST (Paris) and University of Toronto. |
| 246 3# - VARYING FORM OF TITLE | |
| Title proper/short title | Granularity Theory with Applications to Finance & Insurance |
| 264 #1 - PRODUCTION, PUBLICATION, DISTRIBUTION, MANUFACTURE, AND COPYRIGHT NOTICE | |
| Place of production, publication, distribution, manufacture | Cambridge : |
| Name of producer, publisher, distributor, manufacturer | Cambridge University Press, |
| Date of production, publication, distribution, manufacture, or copyright notice | 2014. |
| 300 ## - PHYSICAL DESCRIPTION | |
| Extent | 1 online resource (xvi, 186 pages) : |
| Other physical details | digital, PDF file(s). |
| 336 ## - CONTENT TYPE | |
| Content type term | text |
| Content type code | txt |
| Source | rdacontent |
| 337 ## - MEDIA TYPE | |
| Media type term | computer |
| Media type code | c |
| Source | rdamedia |
| 338 ## - CARRIER TYPE | |
| Carrier type term | online resource |
| Carrier type code | cr |
| Source | rdacarrier |
| 490 1# - SERIES STATEMENT | |
| Series statement | Themes in modern econometrics |
| 500 ## - GENERAL NOTE | |
| General note | Title from publisher's bibliographic system (viewed on 05 Oct 2015). |
| 520 ## - SUMMARY, ETC. | |
| Summary, etc. | The recent financial crisis has heightened the need for appropriate methodologies for managing and monitoring complex risks in financial markets. The measurement, management, and regulation of risks in portfolios composed of credits, credit derivatives, or life insurance contracts is difficult because of the nonlinearities of risk models, dependencies between individual risks, and the several thousands of contracts in large portfolios. The granularity principle was introduced in the Basel regulations for credit risk to solve these difficulties in computing capital reserves. In this book, authors Patrick Gagliardini and Christian Gouriéroux provide the first comprehensive overview of the granularity theory and illustrate its usefulness for a variety of problems related to risk analysis, statistical estimation, and derivative pricing in finance and insurance. They show how the granularity principle leads to analytical formulas for risk analysis that are simple to implement and accurate even when the portfolio size is large. |
| 650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM | |
| Topical term or geographic name entry element | Finance |
| General subdivision | Mathematical models. |
| 650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM | |
| Topical term or geographic name entry element | Insurance |
| General subdivision | Mathematical models. |
| 700 1# - ADDED ENTRY--PERSONAL NAME | |
| Personal name | Gourieroux, Christian, |
| Dates associated with a name | 1949- |
| Relator term | author. |
| 776 08 - ADDITIONAL PHYSICAL FORM ENTRY | |
| Relationship information | Print version: |
| International Standard Book Number | 9781107070837 |
| 830 #0 - SERIES ADDED ENTRY--UNIFORM TITLE | |
| Uniform title | Themes in modern econometrics. |
| 856 40 - ELECTRONIC LOCATION AND ACCESS | |
| Uniform Resource Identifier | <a href="https://doi.org/10.1017/CBO9781107709393">https://doi.org/10.1017/CBO9781107709393</a> |
| 907 ## - LOCAL DATA ELEMENT G, LDG (RLIN) | |
| a | .b16846448 |
| b | 2020-12-22 |
| c | 2020-12-22 |
| 942 ## - ADDED ENTRY ELEMENTS (KOHA) | |
| Suppress in OPAC | No |
| 998 ## - LOCAL CONTROL INFORMATION (RLIN) | |
| Library | |
| Operator's initials, OID (RLIN) | 2020-12-22 |
| Cataloger's initials, CIN (RLIN) | m |
| Material Type (Sierra) | Printed Books |
| Language | English |
| Country | |
| -- | 0 |
| -- | .b16846448 |
No items available.