Risk Measurement From Quantitative Measures to Management Decisions /

Dettagli Bibliografici
Autori principali:	Guégan, Dominique (Autore), Hassani, Bertrand K. (Autore)
Ente Autore:	SpringerLink (Online service)
Riassunto:	XIV, 215 p. 30 illus., 16 illus. in color. text
Lingua:	inglese
Pubblicazione:	Cham : Springer International Publishing : Imprint: Springer, 2019.
Edizione:	1st ed. 2019.
Soggetti:	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.
Accesso online:	https://doi.org/10.1007/978-3-030-02680-6
Natura:	Elettronico Libro

Sommario:

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.

Documenti analoghi