عنوان
پدید آورنده
موضوع
رده
HD61
HD61
کتابخانه
محل استقرار
INTERNATIONAL STANDARD BOOK NUMBER
(Number (ISBN
3030026809
(Number (ISBN
3030026817
(Number (ISBN
9783030026806
(Number (ISBN
9783030026813
Erroneous ISBN
3030026795
Erroneous ISBN
9783030026790
TITLE AND STATEMENT OF RESPONSIBILITY
Title Proper
Risk measurement :
General Material Designation
[Book]
Other Title Information
from quantitative measures to management decisions /
First Statement of Responsibility
Dominique Guégan, Bertrand K. Hassani.
.PUBLICATION, DISTRIBUTION, ETC
Place of Publication, Distribution, etc.
Cham, Switzerland :
Name of Publisher, Distributor, etc.
Springer,
Date of Publication, Distribution, etc.
2019.
PHYSICAL DESCRIPTION
Specific Material Designation and Extent of Item
1 online resource (xiv, 215 pages) :
Other Physical Details
illustrations (some color)
INTERNAL BIBLIOGRAPHIES/INDEXES NOTE
Text of Note
Includes bibliographical references.
CONTENTS NOTE
Text of Note
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.
0
SUMMARY OR ABSTRACT
Text of Note
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.
ACQUISITION INFORMATION NOTE
Source for Acquisition/Subscription Address
Springer Nature
Stock Number
com.springer.onix.9783030026806
OTHER EDITION IN ANOTHER MEDIUM
Title
Risk measurement.
International Standard Book Number
9783030026790
TOPICAL NAME USED AS SUBJECT
Risk management.
Risk management.
(SUBJECT CATEGORY (Provisional
BUS033070
KJM
KJM
DEWEY DECIMAL CLASSIFICATION
Number
658
.
15/5
Edition
23
LIBRARY OF CONGRESS CLASSIFICATION
Class number
HD61
PERSONAL NAME - PRIMARY RESPONSIBILITY
Guegan, Dominique
PERSONAL NAME - ALTERNATIVE RESPONSIBILITY
Hassani, Bertrand K.
ORIGINATING SOURCE
Date of Transaction
20200823074501.0
Cataloguing Rules (Descriptive Conventions))
pn
ELECTRONIC LOCATION AND ACCESS
Electronic name
مطالعه متن کتاب [Book]
Y
