دانلود کتاب Risk Measurement: From Quantitative Measures to Management Decisions

Name: Risk Measurement: From Quantitative Measures to Management Decisions
Availability: InStock
Author: Dominique Guégan
ISBN: 3030026795,9783030026790

by Dominique Guégan, Bertrand K. Hassani

عنوان فارسی: خطر اندازه گیری: از اقدامات کمی برای تصمیم گیری در مدیریت
ناشر: Springer
سال: 2019
ویرایش: 1st ed. 2019
زبان: انگلیسی
تعداد صفحه (نسخه چاپی - نسخه الکترونیکی): 215-225
شابک: 3030026795,9783030026790
نوع فایل: PDF دانلود نرم افزار مطالعه
حجم: 4.39 مگابایت

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جزییات کتاب

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.