| Record ID | harvard_bibliographic_metadata/ab.bib.11.20150123.full.mrc:493115468:1023 |
| Source | harvard_bibliographic_metadata |
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LEADER: 01023nam a22002777a 4500
001 011540677-8
005 20080818153318.0
008 080415s2008 gw a b 001 0 eng d
010 $a 2008927201
020 $a9783540786566
020 $a3540786562
035 0 $aocn221218065
040 $aBTCTA$cBTCTA$dYDXCP$dBAKER$dMUM$dDLC
042 $alccopycat
050 00 $aHD61$b.A75 2008
100 1 $aArdia, David.
245 00 $aFinancial risk management with Bayesian estimation of GARCH models :$btheory and applications /$cDavid Ardia.
260 $aBerlin :$bSpringer,$cc2008.
300 $axi, 203 p. :$bill. ;$c24 cm.
440 0 $aLecture notes in economics and mathematical systems ;$v612
500 $aOriginally presented as the author's thesis (Ph. D.)--University of Fribourg, Switzerland, 2008.
504 $aIncludes bibliographical references (p. [191]-200) and index.
650 0 $aBayesian statistical decision theory.
650 0 $aRisk management$xMathematical models.
988 $a20080818
906 $0OCLC