語系:
繁體中文
English
說明(常見問題)
回圖書館首頁
手機版館藏查詢
登入
回首頁
切換:
標籤
|
MARC模式
|
ISBD
Risk measurement = from quantitative...
~
Guegan, Dominique.
FindBook
Google Book
Amazon
博客來
Risk measurement = from quantitative measures to management decisions /
紀錄類型:
書目-電子資源 : Monograph/item
正題名/作者:
Risk measurement/ by Dominique Guegan, Bertrand K. Hassani.
其他題名:
from quantitative measures to management decisions /
作者:
Guegan, Dominique.
其他作者:
Hassani, Bertrand K.
出版者:
Cham :Springer International Publishing : : 2019.,
面頁冊數:
xiv, 215 p. :ill. (some col.), digital ;24 cm.
內容註:
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.
Contained By:
Springer eBooks
標題:
Risk management. -
電子資源:
https://doi.org/10.1007/978-3-030-02680-6
ISBN:
9783030026806
Risk measurement = from quantitative measures to management decisions /
Guegan, Dominique.
Risk measurement
from quantitative measures to management decisions /[electronic resource] :by Dominique Guegan, Bertrand K. Hassani. - Cham :Springer International Publishing :2019. - xiv, 215 p. :ill. (some col.), digital ;24 cm.
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.
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: 9783030026806
Standard No.: 10.1007/978-3-030-02680-6doiSubjects--Topical Terms:
540477
Risk management.
LC Class. No.: HD61
Dewey Class. No.: 658.155
Risk measurement = from quantitative measures to management decisions /
LDR
:02042nmm a2200325 a 4500
001
2180423
003
DE-He213
005
20190322185208.0
006
m d
007
cr nn 008maaau
008
191122s2019 gw s 0 eng d
020
$a
9783030026806
$q
(electronic bk.)
020
$a
9783030026790
$q
(paper)
024
7
$a
10.1007/978-3-030-02680-6
$2
doi
035
$a
978-3-030-02680-6
040
$a
GP
$c
GP
041
0
$a
eng
050
4
$a
HD61
072
7
$a
KJM
$2
bicssc
072
7
$a
BUS033070
$2
bisacsh
072
7
$a
KJM
$2
thema
082
0 4
$a
658.155
$2
23
090
$a
HD61
$b
.G924 2019
100
1
$a
Guegan, Dominique.
$3
2131574
245
1 0
$a
Risk measurement
$h
[electronic resource] :
$b
from quantitative measures to management decisions /
$c
by Dominique Guegan, Bertrand K. Hassani.
260
$a
Cham :
$b
Springer International Publishing :
$b
Imprint: Springer,
$c
2019.
300
$a
xiv, 215 p. :
$b
ill. (some col.), digital ;
$c
24 cm.
505
0
$a
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.
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.
$3
540477
650
2 4
$a
Business Finance.
$3
2162280
650
2 4
$a
Financial Engineering.
$3
2191344
650
2 4
$a
Quantitative Finance.
$3
891090
650
2 4
$a
Statistics for Business, Management, Economics, Finance, Insurance.
$3
3382132
700
1
$a
Hassani, Bertrand K.
$3
3166611
710
2
$a
SpringerLink (Online service)
$3
836513
773
0
$t
Springer eBooks
856
4 0
$u
https://doi.org/10.1007/978-3-030-02680-6
950
$a
Economics and Finance (Springer-41170)
筆 0 讀者評論
館藏地:
全部
電子資源
出版年:
卷號:
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
W9370270
電子資源
11.線上閱覽_V
電子書
EB HD61
一般使用(Normal)
在架
0
1 筆 • 頁數 1 •
1
多媒體
評論
新增評論
分享你的心得
Export
取書館
處理中
...
變更密碼
登入