Risk Measurement From Quantitative Measures to Management Decisions /
| Hlavní autoři: | , |
|---|---|
| Korporativní autor: | |
| Shrnutí: | XIV, 215 p. 30 illus., 16 illus. in color. text |
| Jazyk: | angličtina |
| Vydáno: |
Cham :
Springer International Publishing : Imprint: Springer,
2019.
|
| Vydání: | 1st ed. 2019. |
| Témata: | |
| On-line přístup: | https://doi.org/10.1007/978-3-030-02680-6 |
| Médium: | Elektronický zdroj E-kniha |
Obsah:
- 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.