Future Perspectives in Risk Models and Finance

• Corporate Author: SpringerLink (Online service)
• Other Authors: Bensoussan, Alain (Editor), Guegan, Dominique (Editor), Tapiero, Charles S. (Editor)
• Format: Electronic eBook
• Language: English
• Published: Cham : Springer International Publishing : Imprint: Springer, 2015.
• Series: International Series in Operations Research & Management Science, 211
• Subjects: 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...

Table of Contents:

• 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.