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Hazardous forecasts and crisis scenario generator /

This book presents a crisis scenario generator with black swans, black butterflies and worst case scenarios. It is the most useful scenario generator that can be used to manage assets in a crisis-prone period, offering more reliable values for Value at Risk (VaR), Conditional Value at Risk (CVaR) an...

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Bibliographic Details
Call Number:Libro Electrónico
Main Authors: Cl�ement-Grandcourt, Arnaud (Author), Fraysse, Herv�e (Author)
Format: Electronic eBook
Language:Inglés
Published: London : Kidlington, Oxford : ISTE Press Ltd ; Elsevier Inc, 2015.
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