Risk Measurement From Quantitative Measures to Management Decisions /

Bibliografiske detaljer
Main Authors:	Guégan, Dominique (Author), Hassani, Bertrand K. (Author)
Institution som forfatter:	SpringerLink (Online service)
Summary:	XIV, 215 p. 30 illus., 16 illus. in color. text
Sprog:	engelsk
Udgivet:	Cham : Springer International Publishing : Imprint: Springer, 2019.
Udgivelse:	1st ed. 2019.
Fag:	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.
Online adgang:	https://doi.org/10.1007/978-3-030-02680-6
Format:	Electronisk Bog

Indholdsfortegnelse:

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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