| 000 | 03725nam a22006255i 4500 | ||
|---|---|---|---|
| 001 | 978-3-031-53126-2 | ||
| 003 | DE-He213 | ||
| 005 | 20251030113304.0 | ||
| 007 | cr nn 008mamaa | ||
| 008 | 241109s2024 sz | s |||| 0|eng d | ||
| 020 |
_a9783031531262 _9978-3-031-53126-2 |
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| 024 | 7 |
_a10.1007/978-3-031-53126-2 _2doi |
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| 050 | 4 | _aHD61 | |
| 072 | 7 |
_aKJM _2bicssc |
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_aGPQD _2bicssc |
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_aBUS027020 _2bisacsh |
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_aKJM _2thema |
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| 072 | 7 |
_aGPQD _2thema |
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| 100 | 1 |
_aErnst, Dietmar. _eauthor. _4aut _4http://id.loc.gov/vocabulary/relators/aut _980859 |
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| 245 | 1 | 0 |
_aCorporate Risk Management _h[electronic resource] : _bA Case Study on Risk Evaluation / _cby Dietmar Ernst, Joachim Häcker. |
| 250 | _a1st ed. 2024. | ||
| 264 | 1 |
_aCham : _bSpringer Nature Switzerland : _bImprint: Springer, _c2024. |
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| 300 |
_aIX, 209 p. 119 illus., 110 illus. in color. _bonline resource. |
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| 336 |
_atext _btxt _2rdacontent |
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| 337 |
_acomputer _bc _2rdamedia |
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| 338 |
_aonline resource _bcr _2rdacarrier |
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| 347 |
_atext file _bPDF _2rda |
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| 490 | 1 |
_aSpringer Texts in Business and Economics, _x2192-4341 |
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| 505 | 0 | _aGeneral structure of the case study -- Course 1: Risk Analysis -- Course unit 1: Graphical representation of risks -- Course unit 2: Variance and standard deviation -- Course unit 3: Models for calculating volatility -- Course 2: Quantitative instruments in risk management -- Course unit 1: Different types of Value at Risk and Lower Partial Moments and Extreme Value Theory -- Course unit 2: Determination of portfolio risks -- Course Unit 3: Hedging of hedgeable risks and modelling of non-hedgeable risks. | |
| 520 | _aIn times of crisis, risk management is more important than ever. In addition, companies are obliged to identify, quantify and aggregate risks as part of a risk management system. Legal and auditing standards have set the framework for doing so. This book uses a case study to show ‘step by step’ how risks can be analyzed and quantified with the help of Microsoft Excel. The book begins with the graphical representation of risks and the calculation of risk parameters such as the value at risk. It subsequently aggregates different risks into an overall risk using Monte Carlo simulation. Hedging risks is also explained, and how non-hedgeable risks can be integrated into a business plan. The assessment of extreme risks is also addressed, as is the modeling of volatilities. The book is aimed at students of business administration with a focus on finance. | ||
| 650 | 0 |
_aFinancial risk management. _959046 |
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| 650 | 0 |
_aCapital market. _959069 |
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| 650 | 0 | _aBusiness information services. | |
| 650 | 0 |
_aFinancial engineering. _958071 |
|
| 650 | 0 |
_aSocial sciences _xMathematics. _969736 |
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| 650 | 1 | 4 |
_aRisk Management. _959047 |
| 650 | 2 | 4 |
_aCapital Markets. _970943 |
| 650 | 2 | 4 | _aIT in Business. |
| 650 | 2 | 4 |
_aFinancial Engineering. _958071 |
| 650 | 2 | 4 |
_aMathematics in Business, Economics and Finance. _969739 |
| 700 | 1 |
_aHäcker, Joachim. _eauthor. _4aut _4http://id.loc.gov/vocabulary/relators/aut _987206 |
|
| 710 | 2 | _aSpringerLink (Online service) | |
| 773 | 0 | _tSpringer Nature eBook | |
| 776 | 0 | 8 |
_iPrinted edition: _z9783031531255 |
| 776 | 0 | 8 |
_iPrinted edition: _z9783031531279 |
| 776 | 0 | 8 |
_iPrinted edition: _z9783031531286 |
| 830 | 0 |
_aSpringer Texts in Business and Economics, _x2192-4341 _969742 |
|
| 856 | 4 | 0 | _uhttps://doi.org/10.1007/978-3-031-53126-2 |
| 912 | _aZDB-2-BUM | ||
| 912 | _aZDB-2-SXBM | ||
| 999 |
_c64810 _d64810 |
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