語系:
繁體中文
English
說明(常見問題)
登入
回首頁
切換:
標籤
|
MARC模式
|
ISBD
Risk measurement : = from quantitati...
~
Hassani, Bertrand K.
Risk measurement : = from quantitative measures to management decisions /
紀錄類型:
書目-語言資料,印刷品 : Monograph/item
正題名/作者:
Risk measurement :/ Dominique Guégan, Bertrand K. Hassani.
其他題名:
from quantitative measures to management decisions /
作者:
Guégan, Dominique,
其他作者:
Hassani, Bertrand K.
出版者:
Cham, Switzerland :Springer, : c2019.,
面頁冊數:
xiv, 215 p. :ill. (some col.) ; : 25 cm.;
標題:
Risk management - Mathematical models. -
ISBN:
9783030026790 (cloth) :
Risk measurement : = from quantitative measures to management decisions /
Guégan, Dominique,
Risk measurement :
from quantitative measures to management decisions /Dominique Guégan, Bertrand K. Hassani. - Cham, Switzerland :Springer,c2019. - xiv, 215 p. :ill. (some col.) ;25 cm.
Includes bibliographical references.
Introduction -- Financial institutions : a regulation review through the risk measurement prism -- The traditional risk measures -- Univariate and multivariate distributions -- Extensions for risk measures : univariate and multivariate approaches -- Linear dynamics -- Risks and non-linear dynamics.
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.
ISBN: 9783030026790 (cloth) :NT2705Subjects--Topical Terms:
559444
Risk management
--Mathematical models.
LC Class. No.: HD61 / .G84 2019
Dewey Class. No.: 658.15/5
Risk measurement : = from quantitative measures to management decisions /
LDR
:01750cam a2200229 a 450
001
936257
003
OCoLC
005
20191205214619.0
008
191211s2019 sz a b 000 0 eng d
020
$a
9783030026790 (cloth) :
$c
NT2705
020
$z
9783030026806 (ebook)
035
$a
(OCoLC)1052877516
035
$a
on1052877516
040
$a
YDX
$b
eng
$c
NFU
$d
BDX
$d
OCLCQ
$d
YDXIT
$d
ICU
$d
OCLCF
041
0
$a
eng
050
4
$a
HD61
$b
.G84 2019
082
0 4
$a
658.15/5
$2
23
100
1
$a
Guégan, Dominique,
$e
author.
$3
1220926
245
1 0
$a
Risk measurement :
$b
from quantitative measures to management decisions /
$c
Dominique Guégan, Bertrand K. Hassani.
260
$a
Cham, Switzerland :
$b
Springer,
$c
c2019.
300
$a
xiv, 215 p. :
$b
ill. (some col.) ;
$c
25 cm.
504
$a
Includes bibliographical references.
505
0
$a
Introduction -- Financial institutions : a regulation review through the risk measurement prism -- The traditional risk measures -- Univariate and multivariate distributions -- Extensions for risk measures : univariate and multivariate approaches -- Linear dynamics -- Risks and non-linear dynamics.
520
$a
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.
650
0
$a
Risk management
$x
Mathematical models.
$3
559444
650
0
$a
Risk management.
$3
559158
700
1
$a
Hassani, Bertrand K.
$3
1114604
筆 0 讀者評論
全部
圖書館3F 書庫
館藏
1 筆 • 頁數 1 •
1
條碼號
典藏地名稱
館藏流通類別
資料類型
索書號
使用類型
借閱狀態
預約狀態
備註欄
附件
E045971
圖書館3F 書庫
一般圖書(BOOK)
一般圖書
658.155 G924 2019
一般使用(Normal)
在架
0
預約
1 筆 • 頁數 1 •
1
評論
新增評論
分享你的心得
Export
取書館別
處理中
...
變更密碼[密碼必須為2種組合(英文和數字)及長度為10碼以上]
登入