| 000 | 00812nam a2200289Ia 4500 | ||
|---|---|---|---|
| 000 | nam a22 7a 4500 | ||
| 003 | SMV | ||
| 005 | 20210318010203.0 | ||
| 008 | 210318b ||||| |||| 00| 0 spa d | ||
| 020 | _a0-12-354010-0 | ||
| 040 | _cSMV | ||
| 041 | _hspa | ||
| 050 | _aHG/4529/H65/2003 | ||
| 100 | _aHolton, Glyn A. | ||
| 245 | 0 | _aValue - at - risk: theory and practice | |
| 260 | _aCalifornia | ||
| 260 | _bAcademic Press | ||
| 260 | _c2003 | ||
| 300 | _a408 p. | ||
| 505 | _aContiene: 1. Preface.- 2. Value -at-risk.- 3. Probaility.- 4. Statistics and time series analysis.- 5. Monte Carlo method.- 6. Market data.- 7. Transformations. | ||
| 650 | _aValue at risk | ||
| 653 | _aPractica | ||
| 653 | _aTeoría | ||
| 942 | _2lcc | ||
| 942 | _cLibros | ||
| 942 | _hHG/4529/H65/2003 | ||
| 999 |
_c3929 _d3929 |
||