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Titlebook: Risk Measurement; From Quantitative Me Dominique Guégan,Bertrand K. Hassani Textbook 2019 Springer Nature Switzerland AG 2019 Risk Manageme

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樓主
發(fā)表于 2025-3-21 20:07:54 | 只看該作者 |倒序瀏覽 |閱讀模式
書目名稱Risk Measurement
副標題From Quantitative Me
編輯Dominique Guégan,Bertrand K. Hassani
視頻videohttp://file.papertrans.cn/831/830704/830704.mp4
概述Discusses new methodologies to capture and measure risk.Includes compliance and regulatory aspects of risk measurement.Offers practical case studies related to risk measurement
圖書封面Titlebook: Risk Measurement; From Quantitative Me Dominique Guégan,Bertrand K. Hassani Textbook 2019 Springer Nature Switzerland AG 2019 Risk Manageme
描述.This book combines theory and practice to analyze risk measurement from different points of view. The limitations of a model depend on the framework on which it has been built as well as specific assumptions, and risk managers need to be aware of these when assessing risks. The authors investigate the impact of these limitations, propose an alternative way of thinking that challenges traditional assumptions, and also provide novel solutions. Starting with the traditional Value at Risk (VaR) model and its limitations, the book discusses concepts like the expected shortfall, the spectral measure, the use of the spectrum, and the distortion risk measures from both a univariate and a multivariate perspective.?.
出版日期Textbook 2019
關鍵詞Risk Management; Value at Risk; Time Series; Dependencies; Financial Regulations; quantitative finance
版次1
doihttps://doi.org/10.1007/978-3-030-02680-6
isbn_ebook978-3-030-02680-6
copyrightSpringer Nature Switzerland AG 2019
The information of publication is updating

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發(fā)表于 2025-3-21 20:30:04 | 只看該作者
Dominique Guégan,Bertrand K. Hassani coordination seem to arise from the interactions of local neuronal networks, which themselves are connected?in large scales across the entire brain. The spatial architectures?between various scales inevitably influence the dynamics of the brain and thereby its function. But how can we integrate bra
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發(fā)表于 2025-3-22 06:55:48 | 只看該作者
Dominique Guégan,Bertrand K. Hassani of brain function is deeply rooted in the ideas of the nonlinear dynamics of distributed networks. Cognition and motor coordination seem to arise from the interactions of local neuronal networks, which themselves are connected?in large scales across the entire brain. The spatial architectures?betwe
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Introduction,ement. Indeed, for the financial industry, if risk measurement is naturally associated with risk management, then risk management cannot be discuss without addressing the regulatory impact on the latter. Therefore, in the following we present what in our opinion triggered the first Basel accord and how these evolved to today’s version of them.
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