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Hazardous forecasts and crisis scena...
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Clément-Grandcourt, Arnaud,
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Hazardous forecasts and crisis scenario generator /
紀錄類型:
書目-電子資源 : Monograph/item
正題名/作者:
Hazardous forecasts and crisis scenario generator // Arnaud Clément-Grandcourt, Hervé Fraysse.
作者:
Clément-Grandcourt, Arnaud,
其他作者:
Fraysse, Hervé,
面頁冊數:
1 online resource (xi, 152 pages)
標題:
Economic forecasting. -
電子資源:
https://www.sciencedirect.com/science/book/9781785480287
ISBN:
9780081007778
Hazardous forecasts and crisis scenario generator /
Clément-Grandcourt, Arnaud,
Hazardous forecasts and crisis scenario generator /
Arnaud Clément-Grandcourt, Hervé Fraysse. - 1 online resource (xi, 152 pages)
Includes bibliographical references and index.
This book presents a crisis scenario generator with black swans, black butterflies and worst case scenarios. It is the most useful scenario generator that can be used to manage assets in a crisis-prone period, offering more reliable values for Value at Risk (VaR), Conditional Value at Risk (CVaR) and Tail Value at Risk (TVaR). Hazardous Forecasts and Crisis Scenario Generator questions how to manage assets when crisis probability increases, enabling you to adopt a process for using generators in order to be well prepared for handling crises.
ISBN: 9780081007778Subjects--Topical Terms:
527353
Economic forecasting.
Index Terms--Genre/Form:
542853
Electronic books.
LC Class. No.: HB3730 / .C54 2015eb
Dewey Class. No.: 330.0112
Hazardous forecasts and crisis scenario generator /
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https://www.sciencedirect.com/science/book/9781785480287
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