LEADER 00952nam0-22003011i-450- 001 990000048520403321 035 $a000004852 035 $aFED01000004852 035 $a(Aleph)000004852FED01 035 $a000004852 100 $a20011111d--------km-y0itay50------ba 101 0 $aita 105 $ay-------001yy 200 1 $aDati analitici complementari alla relazione F.S. per l'anno 1966 210 $aRoma$cDirezione generale delle Ferrovie dello Stato$d1967 215 $aXII, 275 p.$cill.$d31 cm 300 $aIn testa al front. : Ministero dei trasporti e dell'aviazione civile 610 0 $aItalia$aFerrovie dello stato$aGestione 610 0 $aFerrovie dello stato$aItalia$aGestione 676 $a385 710 02$aAzienda autonoma delle ferrovie dello Stato 801 0$aIT$bUNINA$gRICA$2UNIMARC 901 $aBK 912 $a990000048520403321 952 $a13 E 37 12$b363$fFINBC 959 $aFINBC 997 $aUNINA DB $aING01 LEADER 05492nam 2200697 a 450 001 9910141611203321 005 20230803025930.0 010 $a1-118-31669-X 010 $a1-119-20803-3 010 $a1-118-31670-3 035 $a(CKB)2670000000353322 035 $a(EBL)1173428 035 $a(SSID)ssj0000907551 035 $a(PQKBManifestationID)12396557 035 $a(PQKBTitleCode)TC0000907551 035 $a(PQKBWorkID)10884490 035 $a(PQKB)11234182 035 $a(PQKBManifestationID)16203323 035 $a(OCoLC)796758580 035 $a(PQKB)23834309 035 $a(MiAaPQ)EBC1173428 035 $a(Au-PeEL)EBL1173428 035 $a(CaPaEBR)ebr10691513 035 $a(CaONFJC)MIL484651 035 $a(OCoLC)850147370 035 $a(EXLCZ)992670000000353322 100 $a20130506d2013 uy 0 101 0 $aeng 135 $aurcn||||||||| 181 $ctxt 182 $cc 183 $acr 200 10$aSecurities Institute$b[electronic resource] $eAn introduction to value-at-risk /$fMoorad Choudhry ; with a contribution from Max Wong 205 $a5th ed. 210 $aChichester [England] $cWiley$d2013 215 $a1 online resource (226 p.) 225 1 $aSecurities Institute 300 $aDescription based upon print version of record. 311 $a1-118-31672-X 320 $aIncludes bibliographical references and index. 327 $aAN INTRODUCTION TO VALUE-AT-RISK; Concentration limits; CONTENTS; Foreword; Preface; Preface to the first edition; About the author; 1 INTRODUCTION TO RISK; Defining risk; The elements of risk: characterizing risk; Forms of market risk; Other risks; Risk estimation; Risk management; The risk management function; Managing risk; Quantitative measurement of risk-reward; Standard deviation; Sharpe Ratio; Van Ratio; 2 VOLATILITY AND CORRELATION; Statistical concepts; Arithmetic mean; Probability distributions; Confidence intervals; Volatility; The normal distribution and VaR; Correlation 327 $a3 VALUE-AT-RISK What is VaR?; Definition; Methodology; Centralised database; Correlation assumptions; Correlation method; Historical simulation method; Monte Carlo simulation method; Validity of the volatility-correlation VaR estimate; How to calculate VaR; Historical method; Simulation method; Variance-covariance, analytic or parametric method; Mapping; Confidence intervals; Comparison between methods; Choosing between methods; Comparison with the historical approach; Comparing VaR calculation for different methodologies; Summary; 4 VALUE-AT-RISK FOR FIXED INTEREST INSTRUMENTS 327 $aFixed income products Bond valuation; Duration; Modified duration; Convexity; Interest rate products; Forward rate agreements; Fixed income portfolio; Applying VaR for a FRA; VaR for an interest rate swap; Applying VaR for a bond futures contract; Calculation illustration; The historical method; Simulation methodology; Volatility over time; Application; Bloomberg screens; 5 OPTIONS: RISK AND VALUE-AT-RISK; Option valuation using the Black-Scholes model; Option pricing; Volatility; The Greeks; Delta; Gamma; Vega; Other Greeks; Risk measurement; Spot ladder; Maturity ladder; Across-time ladder 327 $aJump risk Applying VaR for Options; 6 MONTE CARLO SIMULATION AND VALUE-AT-RISK; Introduction: Monte Carlo simulation; Option value under Monte Carlo; Monte Carlo distribution; Monte Carlo simulation and VaR; 7 REGULATORY ISSUES AND STRESS-TESTING; Capital adequacy; Model compliance; CAD II; Specific risk; Back-testing; Stress-testing; Simulating stress; Stress-testing in practice; Issues in stress-testing; The crash and Basel III; Stressed VaR; 8 CREDIT RISK AND CREDIT VALUE-AT-RISK; Types of credit risk; Credit spread risk; Credit default risk; Credit ratings; Credit ratings 327 $aRatings changes over time Corporate recovery rates; Credit derivatives; Measuring risk for a CDS contract; Modelling credit risk; Time horizon; Data inputs; Credit Metrics; Methodology; Time horizon; Calculating the credit VaR; CreditRisk+; Applications of credit VaR; Prioritising risk-reducing actions; Standard credit limit setting; Integrating the credit risk and market risk functions; 9 A REVIEW OF VALUE-AT-RISK; VaR in Crisis; Weaknesses Revealed; Market risk; Credit risk; Portfolio effects; New Regulation and Development; Procyclicality: stressed VaR (SVaR) 327 $aDefault and migration risks: incremental risk charge (IRC) 330 $aThe value-at-risk measurement methodology is a widely-used tool in financial market risk management. The fifth edition of Professor Moorad Choudhry's benchmark reference text An Introduction to Value-at-Risk offers an accessible and reader-friendly look at the concept of VaR and its different estimation methods, and is aimed specifically at newcomers to the market or those unfamiliar with modern risk management practices. The author capitalises on his experience in the financial markets to present this concise yet in-depth coverage of VaR, set in the context of risk management as a 410 0$aSecurities Institute 606 $aRisk management 615 0$aRisk management. 676 $a658.155 686 $a85.30$2bcl 700 $aChoudhry$b Moorad$0151558 701 $aWong$b Max$0853761 801 0$bMiAaPQ 801 1$bMiAaPQ 801 2$bMiAaPQ 906 $aBOOK 912 $a9910141611203321 996 $aSecurities Institute$91906338 997 $aUNINA LEADER 05573nam 22007215 450 001 9910299494703321 005 20251230055200.0 010 $a9783319036922 010 $a3319036920 024 7 $a10.1007/978-3-319-03692-2 035 $a(CKB)3710000000087465 035 $a(EBL)1697893 035 $a(OCoLC)881165998 035 $a(SSID)ssj0001179021 035 $a(PQKBManifestationID)11692280 035 $a(PQKBTitleCode)TC0001179021 035 $a(PQKBWorkID)11169420 035 $a(PQKB)11263690 035 $a(MiAaPQ)EBC1697893 035 $a(DE-He213)978-3-319-03692-2 035 $a(PPN)176749977 035 $a(EXLCZ)993710000000087465 100 $a20140205d2014 u| 0 101 0 $aeng 135 $aur|n|---||||| 181 $ctxt 182 $cc 183 $acr 200 10$aNetworks and Communications (NetCom2013) $eProceedings of the Fifth International Conference on Networks & Communications /$fedited by Natarajan Meghanathan, Dhinaharan Nagamalai, Sanguthevar Rajasekaran 205 $a1st ed. 2014. 210 1$aCham :$cSpringer International Publishing :$cImprint: Springer,$d2014. 215 $a1 online resource (338 p.) 225 1 $aLecture Notes in Electrical Engineering,$x1876-1119 ;$v284 300 $a"Fifth International Conference on Networks & Communications (NETCOM-2013) was held in Chennai, India, from December 27-28, 2013"--Preface. 311 08$a9783319036915 311 08$a3319036912 320 $aIncludes bibliographical references at the end of each chapters and indexes. 327 $aPart I: Measurement and Performance Analysis -- An Evaluation of EpiChord in OverSim -- Enhanced back-off technique for IEEE 802.15.4 WSN standard --  Efficient Retransmission QoS-Aware MAC Scheme in Wireless Sensor Networks -- Performance Analysis of Correlated Channel for UWB-MIMO System -- Part II: Network Architectures, Protocols and Routing -- Node Failure Time Analysis for Maximum Stability vs. Minimum Distance -- Spanning Tree-based Data Gathering in Mobile Sensor Networks -- Wireless Networks: An Instance of Tandem Discrete-Time Queues -- An Equal Share Ant Colony Optimization Algorithm for Job Shop Scheduling adapted to Cloud Environments -- A Dynamic Trust Computation Model for Peer to Peer Network -- Road Traffic Management using Egyptian Vulture Optimization Algorithm ? A New Graph Agent-Based Optimization Meta-Heuristic Algorithm -- Part III: Adhoc and Sensor Networks -- A Novel Bloom Filter Based Variant of Elliptic Curve Digital Signature Algorithm for Wireless Sensor Networks -- Energy Efficient Localization in Wireless Sensor Networks -- Part IV: Network Security, Trust and Privacy -- Data Integrity Verification in Hybrid Cloud using TTPA -- A Comparitive Study of Data Perturbation Using Fuzzy Logic in Preserving Privacy -- Vector Quantization in Language Independent Speaker Identification Using Mel-Frequency Cepstrum Co-Efficient -- Improved Technique for Data Confidentiality in Cloud Environment -- A Hybrid-Based Feature Selection Approach for IDS -- Reckoning Minutiae Points with RNA-FINNT Augments Trust and Privacy of Legitimate User and Ensures Network Security in the Public Network -- Empirical Study of Email Security Threats and Countermeasures -- Improving Business Intelligence based on Frequent Itemsets using k-means Clustering Algorithm -- Reputation-Based Trust Management for Distributed Spectrum Sensing -- Ontology Based Multi-Agent Intrusion Detection System for Web Service Attacks Using Self Learning -- A Novel Key ExchangeProtocol provably secure against Man-In-The-Middle Attack -- Neutralizing DoS attacks on Linux Servers -- Part V: Wireless and Mobile Networks -- Cache Coherency Algorithm to Optimize Bandwidth in Mobile Networks -- Connected Dominating Set based Scheduling for Publish-Subscribe Scenarios in WSN -- Ubiquitous Compaction Monitoring Interface for Soil compactor ? A Web Based Approach. 330 $aThis book covers theory, methodology and applications of computer networks, network protocols and wireless networks, data communication technologies, and network security. The book is based on the proceedings from the Fifth International Conference on Networks & Communications (NetCom). The proceedings will feature peer-reviewed papers that illustrate research results, projects, surveys and industrial experiences that describe significant advances in the diverse areas of computer networks & communications. 410 0$aLecture Notes in Electrical Engineering,$x1876-1119 ;$v284 606 $aTelecommunication 606 $aComputer networks 606 $aElectrical engineering 606 $aCommunications Engineering, Networks 606 $aComputer Communication Networks 606 $aElectrical and Electronic Engineering 615 0$aTelecommunication. 615 0$aComputer networks. 615 0$aElectrical engineering. 615 14$aCommunications Engineering, Networks. 615 24$aComputer Communication Networks. 615 24$aElectrical and Electronic Engineering. 676 $a004.6 702 $aMeghanathan$b Natarajan$4edt$4http://id.loc.gov/vocabulary/relators/edt 702 $aNagamalai$b Dhinaharan$4edt$4http://id.loc.gov/vocabulary/relators/edt 702 $aRajasekaran$b Sanguthevar$4edt$4http://id.loc.gov/vocabulary/relators/edt 801 0$bMiAaPQ 801 1$bMiAaPQ 801 2$bMiAaPQ 906 $aBOOK 912 $a9910299494703321 996 $aNetworks and Communications (NetCom2013)$92135906 997 $aUNINA