Scenario Analysis in Risk Management Theory and Practice in Finance /

This book focuses on identifying and explaining the key determinants of scenario analysis in the context of operational risk, stress testing and systemic risk, as well as management and planning. Each chapter presents alternative solutions to perform reliable scenario analysis. The author also provi...

Πλήρης περιγραφή

Λεπτομέρειες βιβλιογραφικής εγγραφής
Κύριος συγγραφέας: Hassani, Bertrand K. (Συγγραφέας)
Συγγραφή απο Οργανισμό/Αρχή: SpringerLink (Online service)
Μορφή: Ηλεκτρονική πηγή Ηλ. βιβλίο
Γλώσσα:English
Έκδοση: Cham : Springer International Publishing : Imprint: Springer, 2016.
Θέματα:
Διαθέσιμο Online:Full Text via HEAL-Link
LEADER 03076nam a22005055i 4500
001 978-3-319-25056-4
003 DE-He213
005 20161026112933.0
007 cr nn 008mamaa
008 161026s2016 gw | s |||| 0|eng d
020 |a 9783319250564  |9 978-3-319-25056-4 
024 7 |a 10.1007/978-3-319-25056-4  |2 doi 
040 |d GrThAP 
050 4 |a HB172.5 
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072 7 |a KCBM  |2 bicssc 
072 7 |a BUS039000  |2 bisacsh 
072 7 |a BUS045000  |2 bisacsh 
082 0 4 |a 339  |2 23 
100 1 |a Hassani, Bertrand K.  |e author. 
245 1 0 |a Scenario Analysis in Risk Management  |h [electronic resource] :  |b Theory and Practice in Finance /  |c by Bertrand K. Hassani. 
264 1 |a Cham :  |b Springer International Publishing :  |b Imprint: Springer,  |c 2016. 
300 |a XIII, 162 p. 34 illus., 20 illus. in color.  |b online resource. 
336 |a text  |b txt  |2 rdacontent 
337 |a computer  |b c  |2 rdamedia 
338 |a online resource  |b cr  |2 rdacarrier 
347 |a text file  |b PDF  |2 rda 
505 0 |a Introduction and Environment -- Environment -- The Information set -- The Consensus Approach -- Tilting Strategy - Using Probability Distribution Properties -- Leveraging Extreme Value Theory -- Bayesian Networks -- Articial neural network to serve scenario analysis purposes -- Fault Trees and variations -- Forward looking underlying information: Working with time series -- Dependencies and relationships between variables. . 
520 |a This book focuses on identifying and explaining the key determinants of scenario analysis in the context of operational risk, stress testing and systemic risk, as well as management and planning. Each chapter presents alternative solutions to perform reliable scenario analysis. The author also provides technical notes and describes applications and key characteristics for each of the solutions. In addition, the book includes a section to help practitioners interpret the results and adjust them to real-life management activities. Methodologies, including those derived from consensus strategies, extreme value theory, Bayesian networks, Neural networks, Fault Trees, frequentist statistics and data mining are introduced in such a way as to make them understandable to readers without a quantitative background. Particular emphasis is given to the added value of the implementation of these methodologies. . 
650 0 |a Operations research. 
650 0 |a Decision making. 
650 0 |a Finance. 
650 0 |a Economic theory. 
650 0 |a Macroeconomics. 
650 1 4 |a Economics. 
650 2 4 |a Macroeconomics/Monetary Economics//Financial Economics. 
650 2 4 |a Finance, general. 
650 2 4 |a Operation Research/Decision Theory. 
650 2 4 |a Economic Theory/Quantitative Economics/Mathematical Methods. 
710 2 |a SpringerLink (Online service) 
773 0 |t Springer eBooks 
776 0 8 |i Printed edition:  |z 9783319250540 
856 4 0 |u http://dx.doi.org/10.1007/978-3-319-25056-4  |z Full Text via HEAL-Link 
912 |a ZDB-2-ECF 
950 |a Economics and Finance (Springer-41170)