Scenario Analysis in Risk Management Theory and Practice in Finance /

• 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: Operations research.; Decision making.; Finance.; Economic theory.; Macroeconomics.; Economics.; Macroeconomics/Monetary Economics//Financial Economics.; Finance, general.; Operation Research/Decision Theory.; Economic Theory/Quantitative Economics/Mathematical Methods.

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...

Πίνακας περιεχομένων:

• 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. .