Risk Measurement From Quantitative Measures to Management Decisions /

• Κύριοι συγγραφείς: Guégan, Dominique (Συγγραφέας, http://id.loc.gov/vocabulary/relators/aut), Hassani, Bertrand K. (http://id.loc.gov/vocabulary/relators/aut)
• Συγγραφή απο Οργανισμό/Αρχή: SpringerLink (Online service)
• Μορφή: Ηλεκτρονική πηγή Ηλ. βιβλίο
• Γλώσσα: English
• Έκδοση: Cham : Springer International Publishing : Imprint: Springer, 2019.
• Έκδοση: 1st ed. 2019.
• Θέματα: Risk management.; Business enterprises-Finance.; Financial engineering.; Economics, Mathematical .; Statistics .; Risk Management.; Business Finance.; Financial Engineering.; Quantitative Finance.; Statistics for Business, Management, Economics, Finance, Insurance.

This book combines theory and practice to analyze risk measurement from different points of view. The limitations of a model depend on the framework on which it has been built as well as specific assumptions, and risk managers need to be aware of these when assessing risks. The authors investigate t...

Πίνακας περιεχομένων:

• 1 Introduction
• 2. Financial Institutions : A Regulation review through the Risk Measurement prism
• 3. The Traditional Risk measures
• 4. Univariate and Multivariate Distributions
• 5. Extensions for Risk Measures: Univariate and Multivariate Approaches
• 6. Risks Measures and Dynamics
• 7. Markov Switching modelling.