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Scenario analysis in risk management...

Hassani, Bertrand K.

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Scenario analysis in risk management = theory and practice in finance /

Record Type:	Electronic resources : Monograph/item
Title/Author:	Scenario analysis in risk management/ by Bertrand K. Hassani.
Reminder of title:	theory and practice in finance /
Author:	Hassani, Bertrand K.
Published:	Cham :Springer International Publishing : : 2016.,
Description:	xiii, 162 p. :ill., digital ;24 cm.
[NT 15003449]:	Introduction and Environment -- Environment -- The Information set -- The Consensus Approach -- Tilting Strategy - Using Probability Distribution Properties -- Leveraging Extreme Value Theory -- Bayesian Networks -- Articial neural network to serve scenario analysis purposes -- Fault Trees and variations -- Forward looking underlying information: Working with time series -- Dependencies and relationships between variables.
Contained By:	Springer eBooks
Subject:	Risk management. -
Online resource:	http://dx.doi.org/10.1007/978-3-319-25056-4
ISBN:	9783319250564

Scenario analysis in risk management = theory and practice in finance /
Hassani, Bertrand K.

Scenario analysis in risk managementtheory and practice in finance /[electronic resource] :by Bertrand K. Hassani. - Cham :Springer International Publishing :2016. - xiii, 162 p. :ill., digital ;24 cm.

Introduction and Environment -- Environment -- The Information set -- The Consensus Approach -- Tilting Strategy - Using Probability Distribution Properties -- Leveraging Extreme Value Theory -- Bayesian Networks -- Articial neural network to serve scenario analysis purposes -- Fault Trees and variations -- Forward looking underlying information: Working with time series -- Dependencies and relationships between variables.

This book focuses on identifying and explaining the key determinants of scenario analysis in the context of operational risk, stress testing and systemic risk, as well as management and planning. Each chapter presents alternative solutions to perform reliable scenario analysis. The author also provides technical notes and describes applications and key characteristics for each of the solutions. In addition, the book includes a section to help practitioners interpret the results and adjust them to real-life management activities. Methodologies, including those derived from consensus strategies, extreme value theory, Bayesian networks, Neural networks, Fault Trees, frequentist statistics and data mining are introduced in such a way as to make them understandable to readers without a quantitative background. Particular emphasis is given to the added value of the implementation of these methodologies.

ISBN: 9783319250564

Standard No.: 10.1007/978-3-319-25056-4doiSubjects--Topical Terms:

540477
Risk management.

LC Class. No.: HD61 / .H37 2016

Dewey Class. No.: 658.155

Scenario analysis in risk management = theory and practice in finance /
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100 1 $a Hassani, Bertrand K. $3 3166611
245 1 0 $a Scenario analysis in risk management $h [electronic resource] : $b theory and practice in finance / $c by Bertrand K. Hassani.
260 $a Cham : $b Springer International Publishing : $b Imprint: Springer, $c 2016.
300 $a xiii, 162 p. : $b ill., digital ; $c 24 cm.
505 0 $a Introduction and Environment -- Environment -- The Information set -- The Consensus Approach -- Tilting Strategy - Using Probability Distribution Properties -- Leveraging Extreme Value Theory -- Bayesian Networks -- Articial neural network to serve scenario analysis purposes -- Fault Trees and variations -- Forward looking underlying information: Working with time series -- Dependencies and relationships between variables.
520 $a This book focuses on identifying and explaining the key determinants of scenario analysis in the context of operational risk, stress testing and systemic risk, as well as management and planning. Each chapter presents alternative solutions to perform reliable scenario analysis. The author also provides technical notes and describes applications and key characteristics for each of the solutions. In addition, the book includes a section to help practitioners interpret the results and adjust them to real-life management activities. Methodologies, including those derived from consensus strategies, extreme value theory, Bayesian networks, Neural networks, Fault Trees, frequentist statistics and data mining are introduced in such a way as to make them understandable to readers without a quantitative background. Particular emphasis is given to the added value of the implementation of these methodologies.
650 0 $a Risk management. $3 540477
650 0 $a Operations research. $3 547123
650 0 $a Decision making. $3 517204
650 0 $a Finance. $3 542899
650 0 $a Economics. $3 517137
650 0 $a Macroeconomics. $3 648810
650 2 4 $a Macroeconomics/Monetary Economics/Financial Economics. $3 2179654
650 2 4 $a Finance, general. $3 2162279
650 2 4 $a Operation Research/Decision Theory. $3 1620900
650 2 4 $a Economic Theory/Quantitative Economics/Mathematical Methods. $3 2162305
710 2 $a SpringerLink (Online service) $3 836513
773 0 $t Springer eBooks
856 4 0 $u http://dx.doi.org/10.1007/978-3-319-25056-4
950 $a Economics and Finance (Springer-41170)