Mendeley出力
Risk quantification and allocation methods for practitioners / Jaume Belles-Sampera, Montserrat Guillen, and Miguel Santolino
(Atlantis studies in computational finance and financial engineering)
| データ種別 | 電子ブック |
|---|---|
| 出版者 | Amsterdam : Atlantis Press |
| 出版年 | [2017] |
| 本文言語 | 英語 |
| 大きさ | 1 online resource (xiii, 154 pages) |
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| 資料種別 | 機械可読データファイル |
|---|---|
| 内容注記 | Preliminary concepts on quantitative risk measurement Data on losses for risk evaluation A family of distortion risk measures GlueVaR and other new risk measures Risk measure choice An overview on capital allocation problems Capital allocation based on GlueVaR Capital allocation principles as compositional data |
| 一般注記 | 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 Open Access Includes bibliographical references and index Print version record |
| 著者標目 | *Belles-Sampera, Jaume, Guillen, Montserrat, Santolino, Miguel, |
| 件 名 | BSH:Electronic books LCSH:Financial risk management LCSH:Financial services industry -- Risk management 全ての件名で検索 LCSH:Risk management -- Mathematical models 全ての件名で検索 FREE:Financial risk management FREE:Risk management -- Mathematical models 全ての件名で検索 BISACSH:BUSINESS & ECONOMICS / General |
| 分 類 | DC23:658.155 |
| 書誌ID | ED00001484 |
| ISBN | 9789048534586 |