Risk Measurement From Quantitative Measures to Management Decisions /

Risk Measurement From Quantitative Measures to Management Decisions /

Dades bibliogràfiques
Autors principals: Guégan, Dominique (Autor), Hassani, Bertrand K. (Autor)
Autor corporatiu: SpringerLink (Online service)
Sumari:XIV, 215 p. 30 illus., 16 illus. in color.
text
Idioma:anglès
Publicat: Cham : Springer International Publishing : Imprint: Springer, 2019.
Edició:1st ed. 2019.
Matèries:
Financial risk management.
Business enterprises > Finance.
Financial engineering.
Social sciences > Mathematics.
Statistics .
Risk Management.
Corporate Finance.
Financial Engineering.
Mathematics in Business, Economics and Finance.
Statistics in Business, Management, Economics, Finance, Insurance.
Accés en línia:https://doi.org/10.1007/978-3-030-02680-6
Format: Electrònic Llibre
Taula de continguts:
  • 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.

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