000			01472nmm a2200229Ia 4500
003			SMV
005			20240811031931.0
008			210609b ||||| |||| 00| 0 spa d
020			_a978-1-118-79687-0
040			_cSMV
041			_heng
050			_aHG/106/M45/2014
100			_aMeissner, Gunter
245		0	_aCorrelation risk modeling and management: an aplied guide including the basel III correlation framework with interactive models in excel IVBA
260			_aSolaris South Tower ; _bJohn Wiley and Son ; _c2014
300			_a330 p.
490			_aWiley Finance Series
500			_aContiene: 1. Some correlation basics: properties, motivation, terminology.- 2. Empirical properties of correlation: how do correlations vehave in the real world?.- 3. Statistical correlation models - can we apply them to finance?.- 4. Financial correlation modeling - bottom - up approaches.- 5. Valuiiiiing CDOs with the gaussian copula - what went wrong?.- 6. The one - factor gaussian copula (OFGC) model - too simplistic?.- 7. Financial correlation models - top down approaches.- 8. Stochastic correlation models.- 9. Quantifying market correlation risk.- 10. Quantifying credit correlation risk.- 11. hedging correlation risk.- 12. Correlation and Basel II and III.- 13. The future of correlation modeling.
650			_aGestión de riesgos
856			_uhttps://bibliotecadigital.smv.gob.pe/items/show/38 _yBiblioteca digital SMV
942			_cEBO _2lcc _hHG/106/M45/2014
999			_c6197 _d6197