Risk Quantification and Allocation Methods for Practitioners

• Tác giả: Jaume Belles Sampera, Montserrat Guillén, Miguel Santolino
• Ngôn ngữ: eng
• ISBN-13: 978-9462984059
• Ký hiệu phân loại: 658.155 Management of income and expense
• Thông tin xuất bản: Amsterdam : Amsterdam University Press, 2017
• Mô tả vật lý: 1 electronic resource (181 p.)
• Bộ sưu tập: Tài liệu truy cập mở
• ID: 218195
• Chủ đề: 1. Business & management; 2. Econometrics; 3. Finance; 4. Mathematical & statistical software

Tóm tắt

Risk Quantification and Allocation Methods for Practitioners offers a practical approach to risk management in the financial industry. This in-depth study provides quantitative tools to better describe qualitative issues, as well as clear explanations of how to transform recent theoretical developments into computational practice, and key tools for dealing with the issues of risk measurement and capital allocation.