The Resource Risk Measurement : From Quantitative Measures to Management Decisions, by Dominique Guégan, Bertrand K. Hassani, (electronic resource)

Risk Measurement : From Quantitative Measures to Management Decisions, by Dominique Guégan, Bertrand K. Hassani, (electronic resource)

Label
Risk Measurement : From Quantitative Measures to Management Decisions
Title
Risk Measurement
Title remainder
From Quantitative Measures to Management Decisions
Statement of responsibility
by Dominique Guégan, Bertrand K. Hassani
Creator
Contributor
Author
Author
Provider
Subject
Language
eng
Summary
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 the impact of these limitations, propose an alternative way of thinking that challenges traditional assumptions, and also provide novel solutions. Starting with the traditional Value at Risk (VaR) model and its limitations, the book discusses concepts like the expected shortfall, the spectral measure, the use of the spectrum, and the distortion risk measures from both a univariate and a multivariate perspective.
http://library.link/vocab/creatorName
Guégan, Dominique
http://bibfra.me/vocab/relation/httpidlocgovvocabularyrelatorsaut
  • 9LVzPuLMtLM
  • 0HhNL5nITVQ
Image bit depth
0
LC call number
HD61
Literary form
non fiction
http://library.link/vocab/relatedWorkOrContributorName
  • Hassani, Bertrand K.
  • SpringerLink
http://library.link/vocab/subjectName
  • Risk management
  • Business enterprises-Finance
  • Financial engineering
  • Finance
  • Statistics
  • Risk Management
  • Business Finance
  • Financial Engineering
  • Quantitative Finance
  • Statistics for Business, Management, Economics, Finance, Insurance
Label
Risk Measurement : From Quantitative Measures to Management Decisions, by Dominique Guégan, Bertrand K. Hassani, (electronic resource)
Instantiates
Publication
Antecedent source
mixed
Carrier category
online resource
Carrier category code
cr
Carrier MARC source
rdacarrier
Color
not applicable
Content category
text
Content type code
txt
Content type MARC source
rdacontent
Contents
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
Dimensions
unknown
Extent
XIV, 215 p. 30 illus., 16 illus. in color.
File format
multiple file formats
Form of item
electronic
Isbn
9783030026806
Level of compression
uncompressed
Media category
computer
Media MARC source
rdamedia
Media type code
c
Other control number
10.1007/978-3-030-02680-6
Other physical details
online resource.
Quality assurance targets
absent
Reformatting quality
access
Specific material designation
remote
System control number
(DE-He213)978-3-030-02680-6
Label
Risk Measurement : From Quantitative Measures to Management Decisions, by Dominique Guégan, Bertrand K. Hassani, (electronic resource)
Publication
Antecedent source
mixed
Carrier category
online resource
Carrier category code
cr
Carrier MARC source
rdacarrier
Color
not applicable
Content category
text
Content type code
txt
Content type MARC source
rdacontent
Contents
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
Dimensions
unknown
Extent
XIV, 215 p. 30 illus., 16 illus. in color.
File format
multiple file formats
Form of item
electronic
Isbn
9783030026806
Level of compression
uncompressed
Media category
computer
Media MARC source
rdamedia
Media type code
c
Other control number
10.1007/978-3-030-02680-6
Other physical details
online resource.
Quality assurance targets
absent
Reformatting quality
access
Specific material designation
remote
System control number
(DE-He213)978-3-030-02680-6

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