MARC details
| 000 -LEADER |
|---|
| fixed length control field |
02216cam a2200289 i 4500 |
| 001 - CONTROL NUMBER |
|---|
| control field |
19300779 |
| 005 - DATE AND TIME OF LATEST TRANSACTION |
|---|
| control field |
20200610145912.0 |
| 008 - FIXED-LENGTH DATA ELEMENTS--GENERAL INFORMATION |
|---|
| fixed length control field |
160929s2017 nju b 001 0 eng |
| 010 ## - LIBRARY OF CONGRESS CONTROL NUMBER |
|---|
| LC control number |
2016033483 |
| 020 ## - INTERNATIONAL STANDARD BOOK NUMBER |
|---|
| International Standard Book Number |
9789813149960 (pbk : alk. paper) |
| 020 ## - INTERNATIONAL STANDARD BOOK NUMBER |
|---|
| International Standard Book Number |
9789813147515 (hc : alk. paper) |
| 040 ## - CATALOGING SOURCE |
|---|
| Original cataloging agency |
DLC |
| Language of cataloging |
eng |
| Transcribing agency |
DLC |
| Description conventions |
rda |
| Modifying agency |
DLC |
| 042 ## - AUTHENTICATION CODE |
|---|
| Authentication code |
pcc |
| 050 00 - LIBRARY OF CONGRESS CALL NUMBER |
|---|
| Classification number |
HG173 |
| Item number |
.J337 2017 |
| 082 00 - DEWEY DECIMAL CLASSIFICATION NUMBER |
|---|
| Classification number |
658.155 JAR-R |
| Edition number |
23 |
| 100 1# - MAIN ENTRY--PERSONAL NAME |
|---|
| Personal name |
Jarrow, Robert A., |
| Relator term |
author. |
| 245 14 - TITLE STATEMENT |
|---|
| Title |
The economic foundations of risk management : |
| Remainder of title |
theory, practice, and applications / |
| Statement of responsibility, etc. |
Robert Jarrow Cornell University. |
| 260 ## - PUBLICATION, DISTRIBUTION, ETC. (IMPRINT) |
|---|
| Place of publication, distribution, etc. |
London |
| Name of publisher, distributor, etc. |
World Scientific |
| Date of publication, distribution, etc. |
2017 |
| 300 ## - PHYSICAL DESCRIPTION |
|---|
| Extent |
xvi, 189 pages ; |
| Dimensions |
24 cm |
| 365 ## - TRADE PRICE |
|---|
| Price type code |
USD |
| Price amount |
38.00 |
| 500 ## - GENERAL NOTE |
|---|
| General note |
The Economic Foundations of Risk Management presents the theory, the practice, and applies this knowledge to provide a forensic analysis of some well-known risk management failures. By doing so, this book introduces a unified framework for understanding how to manage the risk of an individual's or corporation's or financial institution's assets and liabilities. The book is divided into five parts. The first part studies the markets and the assets and liabilities that trade therein. Markets are differentiated based on whether they are competitive or not, frictionless or not (and the type of friction), and actively traded or not. Assets are divided into two types: primary assets and financial derivatives. The second part studies models for determining the risks of the traded assets. Models provided include the Black-Scholes-Merton, the Heath-Jarrow-Morton, and the reduced form model for credit risk. Liquidity risk, operational risk, and trading constraint models are also contained therein. The third part studies the conceptual solution to an individual's, firm's, and bank's risk management problem. |
| 504 ## - BIBLIOGRAPHY, ETC. NOTE |
|---|
| Bibliography, etc |
Includes bibliographical references and index. |
| 650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM |
|---|
| Topical term or geographic name as entry element |
Financial risk management. |
| 650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM |
|---|
| Topical term or geographic name as entry element |
Risk management |
| General subdivision |
Economic aspects. |
| 906 ## - LOCAL DATA ELEMENT F, LDF (RLIN) |
|---|
| a |
7 |
| b |
cbc |
| c |
orignew |
| d |
1 |
| e |
ecip |
| f |
20 |
| g |
y-gencatlg |
| 955 ## - COPY-LEVEL INFORMATION (RLIN) |
|---|
| Book number/undivided call number, CCAL (RLIN) |
rm15 2016-09-29 |
| Copy status, CST (RLIN) |
rm15 2016-09-29 (telework) |
| Classification number, CCAL (RLIN) |
rm15 2016-09-29 to Dewey |
| -- |
rm15 2016-10-04 (CIP chg. request) |
| -- |
xn11 2017-03-06 1 copy rec'd., to CIP ver. |
| 952 ## - LOCATION AND ITEM INFORMATION (KOHA) |
|---|
| Withdrawn status |
|
