Future Perspectives in Risk Models and Finance

• Συγγραφή απο Οργανισμό/Αρχή: SpringerLink (Online service)
• Άλλοι συγγραφείς: Bensoussan, Alain (Επιμελητής έκδοσης), Guegan, Dominique (Επιμελητής έκδοσης), Tapiero, Charles S. (Επιμελητής έκδοσης)
• Μορφή: Ηλεκτρονική πηγή Ηλ. βιβλίο
• Γλώσσα: English
• Έκδοση: Cham : Springer International Publishing : Imprint: Springer, 2015.
• Σειρά: International Series in Operations Research & Management Science, 211
• Θέματα: Business.; Operations research.; Decision making.; Economics, Mathematical.; Macroeconomics.; Business and Management.; Operation Research/Decision Theory.; Quantitative Finance.; Macroeconomics/Monetary Economics//Financial Economics.

This book provides a perspective on a number of approaches to financial modelling and risk management. It examines both theoretical and practical issues. Theoretically, financial risks models are models of a real and a financial “uncertainty”, based on both common and private information and economi...

Πίνακας περιεχομένων:

• Estimation Theory for Generalized Linear Models
• New Distorsion Risk Measure Based on Bimodal Distributions
• Stress Testing Engineering: Risk Vs Incident
• The Skin In The Game Heuristic for Protection Against Tail Events
• The Fragility Theorem
• Financial Modeling, Memory and Mathematical Systems
• Asset price modeling: from Fractional to Multifractional Processes
• Financial Analytics and A Binomial Pricing Model.