Risk Measurement

From Quantitative Measures to Management Decisions

Business & Finance, Industries & Professions, Insurance, Finance & Investing, Corporate Finance
Cover of the book Risk Measurement by Dominique Guégan, Bertrand K. Hassani, Springer International Publishing
View on Amazon View on AbeBooks View on Kobo View on B.Depository View on eBay View on Walmart
Author: Dominique Guégan, Bertrand K. Hassani ISBN: 9783030026806
Publisher: Springer International Publishing Publication: March 22, 2019
Imprint: Springer Language: English
Author: Dominique Guégan, Bertrand K. Hassani
ISBN: 9783030026806
Publisher: Springer International Publishing
Publication: March 22, 2019
Imprint: Springer
Language: English

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. 

View on Amazon View on AbeBooks View on Kobo View on B.Depository View on eBay View on Walmart

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. 

More books from Springer International Publishing

Cover of the book Methodologies and Intelligent Systems for Technology Enhanced Learning, 8th International Conference by Dominique Guégan, Bertrand K. Hassani
Cover of the book Acute Cholecystitis by Dominique Guégan, Bertrand K. Hassani
Cover of the book The Palgrave Handbook of Peacebuilding in Africa by Dominique Guégan, Bertrand K. Hassani
Cover of the book Sustainable Banking by Dominique Guégan, Bertrand K. Hassani
Cover of the book Eurasian Business Perspectives by Dominique Guégan, Bertrand K. Hassani
Cover of the book Euclidean Distance Geometry by Dominique Guégan, Bertrand K. Hassani
Cover of the book Intelligent Robotics and Applications by Dominique Guégan, Bertrand K. Hassani
Cover of the book 'Ndrangheta by Dominique Guégan, Bertrand K. Hassani
Cover of the book Machine Tool Metrology by Dominique Guégan, Bertrand K. Hassani
Cover of the book Tacit Engagement by Dominique Guégan, Bertrand K. Hassani
Cover of the book Structure and Modeling of Complex Petroleum Mixtures by Dominique Guégan, Bertrand K. Hassani
Cover of the book Advances in Ergonomics of Manufacturing: Managing the Enterprise of the Future by Dominique Guégan, Bertrand K. Hassani
Cover of the book Cellular and Molecular Approaches to Regeneration and Repair by Dominique Guégan, Bertrand K. Hassani
Cover of the book Advanced Planning and Scheduling in Manufacturing and Supply Chains by Dominique Guégan, Bertrand K. Hassani
Cover of the book Advances in Artificial Economics by Dominique Guégan, Bertrand K. Hassani
We use our own "cookies" and third party cookies to improve services and to see statistical information. By using this website, you agree to our Privacy Policy