LEADER 01498nam  2200421Ka 450 
001 9910692113403321
005 20040205093132.0
035   $a(CKB)5470000002352304
035   $a(OCoLC)54357052
035 9 $aocm54357052
035   $a(OCoLC)995470000002352304
035   $a(EXLCZ)995470000002352304
100   $a20040205d2000      ua             0
101 0 $aeng
181   $ctxt$2rdacontent
182   $cc$2rdamedia
183   $acr$2rdacarrier
200 13$aAn empirical evaluation of value at risk by scenario simulation$b[electronic resource] /$fPeter A. Abken
210  1$a[Washington, D.C.] :$cU.S. Office of the Comptroller of the Currency,$d[2000]
225 1 $a[Economics working paper ;$v2000-3]
300   $aTitle from title screen (viewed on Jan. 30, 2004).
300   $a"March 2000."
300   $aSeries statement from pre-page.
320   $aIncludes bibliographical references.
606   $aFinancial futures$xEvaluation
606   $aRisk management$xEvaluation
606   $aDerivative securities
615  0$aFinancial futures$xEvaluation.
615  0$aRisk management$xEvaluation.
615  0$aDerivative securities.
700   $aAbken$b Peter A$g(Peter Albert),$f1957-$01384586
712 02$aUnited States.$bOffice of the Comptroller of the Currency.
801  0$bGPO
801  1$bGPO
906   $aBOOK
912   $a9910692113403321
996   $aAn empirical evaluation of value at risk by scenario simulation$93431106
997   $aUNINA