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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...
| Clasificación: | Libro Electrónico |
|---|---|
| Autores principales: | , , |
| Formato: | Electrónico eBook |
| Idioma: | Inglés |
| Publicado: |
Amsterdam :
Atlantis Press : Amsterdam University Press,
[2017]
|
| Colección: | Atlantis studies in computational finance and financial engineering.
|
| Temas: | |
| Acceso en línea: | Texto completo |
MARC
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| 100 | 1 | |a Belles-Sampera, Jaume, |e author. | |
| 245 | 1 | 0 | |a Risk quantification and allocation methods for practitioners / |c Jaume Belles-Sampera, Montserrat Guillen, and Miguel Santolino. |
| 264 | 1 | |a Amsterdam : |b Atlantis Press : |b Amsterdam University Press, |c [2017] | |
| 264 | 4 | |c ©2017 | |
| 300 | |a 1 online resource (xiii, 154 pages) | ||
| 336 | |a text |b txt |2 rdacontent | ||
| 337 | |a computer |b c |2 rdamedia | ||
| 338 | |a online resource |b cr |2 rdacarrier | ||
| 490 | 1 | |a Atlantis studies in computational finance and financial engineering | |
| 504 | |a Includes bibliographical references and index. | ||
| 520 | 8 | |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. | |
| 505 | 0 | |a 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. | |
| 588 | 0 | |a Print version record. | |
| 506 | 0 | |a Open Access |5 EbpS | |
| 590 | |a JSTOR |b Books at JSTOR All Purchased | ||
| 590 | |a JSTOR |b Books at JSTOR Open Access | ||
| 650 | 0 | |a Financial risk management. | |
| 650 | 0 | |a Financial services industry |x Risk management. | |
| 650 | 0 | |a Risk management |x Mathematical models. | |
| 650 | 6 | |a Finances |x Gestion du risque. | |
| 650 | 6 | |a Services financiers |x Gestion du risque. | |
| 650 | 6 | |a Gestion du risque |x Modèles mathématiques. | |
| 650 | 7 | |a Mathematical and statistical software. |2 bicssc | |
| 650 | 7 | |a BUSINESS & ECONOMICS |x General. |2 bisacsh | |
| 650 | 7 | |a Financial risk management |2 fast | |
| 650 | 7 | |a Risk management |x Mathematical models |2 fast | |
| 655 | 4 | |a Electronic books. | |
| 700 | 1 | |a Guillen, Montserrat, |e author. | |
| 700 | 1 | |a Santolino, Miguel, |e author. | |
| 776 | 0 | 8 | |i Print version: |a Belles-Sampera, Jaume. |t Risk quantification and allocation methods for practitioners. |d Amsterdam : Atlantis Press : Amsterdam University Press, [2017] |z 9789462984059 |w (OCoLC)962231920 |
| 830 | 0 | |a Atlantis studies in computational finance and financial engineering. | |
| 856 | 4 | 0 | |u https://jstor.uam.elogim.com/stable/10.2307/j.ctv1qdqzps |z Texto completo |
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