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Risk Quantification and Allocation Methods for Practitioners /
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 developme...
| Autores principales: | , , |
|---|---|
| Formato: | Electrónico eBook |
| Idioma: | Inglés |
| Publicado: |
Amsterdam :
Amsterdam University Press,
[2022]
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| Colección: | Atlantis Studies in Computational Finance and Financial Engineering
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| Temas: | |
| Acceso en línea: | Texto completo |
MARC
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| 020 | |a 9048534585 | ||
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| 049 | |a UAMI | ||
| 100 | 1 | |a Belles-Sampera, Jaume, |e author. |4 aut |4 http://id.loc.gov/vocabulary/relators/aut | |
| 245 | 1 | 0 | |a Risk Quantification and Allocation Methods for Practitioners / |c Miguel Santolino, Montserrat Guillén, Jaume Belles-Sampera. |
| 264 | 1 | |a Amsterdam : |b Amsterdam University Press, |c [2022] | |
| 264 | 4 | |c ©2017 | |
| 300 | |a 1 online resource (140 p.). | ||
| 336 | |a text |b txt |2 rdacontent | ||
| 337 | |a computer |b c |2 rdamedia | ||
| 338 | |a online resource |b cr |2 rdacarrier | ||
| 347 | |a text file |b PDF |2 rda | ||
| 490 | 0 | |a Atlantis Studies in Computational Finance and Financial Engineering | |
| 505 | 0 | 0 | |t Frontmatter -- |t Preface -- |t Contents -- |t PART I RISK ASSESSMENT -- |t 1 Preliminary concepts on quantitative risk measurement -- |t 2 Data on losses for risk evaluation -- |t 3 A family of distortion risk measures -- |t 4 GlueVaR and other new risk measures -- |t 5 Risk measure choice -- |t PART II CAPITAL ALLOCATION PROBLEMS -- |t 6 An overview on capital allocation problems -- |t 7 Capital allocation based on GlueVaR -- |t 8 Capital allocation principles as compositional data -- |t Appendix -- |t Bibliography -- |t Biographies of the authors -- |t Index |
| 520 | |a 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. | ||
| 546 | |a In English. | ||
| 588 | 0 | |a Description based on online resource; title from PDF title page (publisher's Web site, viewed 29. Jun 2022). | |
| 590 | |a De Gruyter Online |b De Gruyter Open Access eBooks | ||
| 650 | 4 | |a Science and Technology. | |
| 650 | 4 | |a Science, Medicine, and Technology. | |
| 650 | 7 | |a MATHEMATICS / Probability & Statistics / General. |2 bisacsh | |
| 653 | |a Capital allocation. | ||
| 653 | |a Decision maker. | ||
| 653 | |a Risk behavior. | ||
| 653 | |a Risk measurement. | ||
| 653 | |a Uncertainty. | ||
| 700 | 1 | |a Guillén, Montserrat, |e author. |4 aut |4 http://id.loc.gov/vocabulary/relators/aut | |
| 700 | 1 | |a Santolino, Miguel, |e author. |4 aut |4 http://id.loc.gov/vocabulary/relators/aut | |
| 758 | |i has work: |a Risk quantification and allocation methods for practitioners (Text) |1 https://id.oclc.org/worldcat/entity/E39PCGgghkyhFhqTdqVyRppWrC |4 https://id.oclc.org/worldcat/ontology/hasWork | ||
| 856 | 4 | 0 | |u https://www.degruyter.com/openurl?genre=book&isbn=9789048534586 |z Texto completo |
| 938 | |a De Gruyter |b DEGR |n 9789048534586 | ||
| 938 | |a De Gruyter |b DEGR |n 9789048534586 | ||
| 994 | |a 92 |b IZTAP | ||