000			01784ngm a2200325 a 4500
001			HST1215_1_2
003			UkLoHST
006			m c
007			cr|cna|||a||||
007			vz|czazum
008			080121s2007 enk|||||||||||s|||v|eng d
028	5	0	_a1215 _bHenry Stewart Talks
035			_a(UkLoHST)4
035			_a(UkLU-K)000868744
040			_aUkLU-K _beng _cUkLU-K
100	1		_aInstefjord, Norvald. _4spk
245	1	0	_aDefinitions of risk _h[electronic resource] / _cNorvald Instefjord.
260			_aLondon : _bHenry Stewart Talks, _c2007.
300			_a1 online resource (1 streaming video file (39 min.) : _bcolor, sound).
490	1		_aQuantitative financial risk management : fundamentals, models and techniques, _x2056-4570
500			_aAnimated audio-visual presentations with synchronized narration.
500			_aTitle from title frames.
505	0		_aContents: Distributional properties of risk -- Variance -- Risk aversion and variance aversion -- First order stochastic dominance -- Second order stochastic dominance -- Axiomatic approach to risk measures -- Risk as a choice variable -- Acceptable and non-acceptable risk -- Single-dimensional risk measures -- Risk measure and risk capital -- Coherent risk measurers -- Value-at-Risk (VaR) is not coherent -- TailVaR and worst conditional expectations -- Rothschild/Stiglitz increasing risk -- Conclusions: risk definition depends on context and purpose.
506			_aAccess restricted to subscribers.
538			_aMode of access: World Wide Web.
650		0	_aFinancial risk management.
830		0	_aHenry Stewart talks. _pBusiness & management collection. _pQuantitative financial risk management.
856	4	0	_uhttps://hstalks.com/bm/4/
856	4	2	_uhttps://hstalks.com/bm/p/5/ _3Series
999			_c80006 _d80006