Risk quantification and allocation methods for practitioners:
Gespeichert in:
| Beteiligte Personen: | , , |
|---|---|
| Format: | Elektronisch E-Book |
| Sprache: | Englisch |
| Veröffentlicht: |
Amsterdam
Atlantis Press
[2017]
Amsterdam University Press [2017] |
| Schriftenreihe: | Atlantis studies in computational finance and financial engineering
|
| Schlagwörter: | |
| Links: | https://search.ebscohost.com/login.aspx?direct=true&scope=site&db=nlebk&AN=2036778 |
| Abstract: | 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 |
| Umfang: | 1 Online-Ressource (xiii, 154 Seiten) |
| ISBN: | 9048534585 9789048534586 |
| Zugangsbedingungen: | Open Access |
Internformat
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Datensatz im Suchindex
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| author | Belles-Sampera, Jaume Guillen, Montserrat Santolino, Miguel |
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| contents | 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 |
| ctrlnum | (OCoLC)1256821465 (DE-599)BVBBV048281994 |
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| id | DE-604.BV048281994 |
| illustrated | Not Illustrated |
| indexdate | 2024-12-20T19:40:43Z |
| institution | BVB |
| isbn | 9048534585 9789048534586 |
| language | English |
| oai_aleph_id | oai:aleph.bib-bvb.de:BVB01-033662160 |
| oclc_num | 1256821465 |
| open_access_boolean | 1 |
| owner | DE-355 DE-BY-UBR |
| owner_facet | DE-355 DE-BY-UBR |
| physical | 1 Online-Ressource (xiii, 154 Seiten) |
| psigel | ZDB-4-EOAC |
| publishDate | 2017 |
| publishDateSearch | 2017 |
| publishDateSort | 2017 |
| publisher | Atlantis Press Amsterdam University Press |
| record_format | marc |
| series2 | Atlantis studies in computational finance and financial engineering |
| spelling | Belles-Sampera, Jaume Verfasser aut Risk quantification and allocation methods for practitioners Jaume Belles-Sampera, Montserrat Guillen, and Miguel Santolino Amsterdam Atlantis Press [2017] Amsterdam University Press [2017] ©2017 1 Online-Ressource (xiii, 154 Seiten) txt rdacontent c rdamedia cr rdacarrier Atlantis studies in computational finance and financial engineering 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 Open Access EbpS 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 Finances Gestion du risque Gestion du risque Modèles mathématiques Services financiers Gestion du risque BUSINESS & ECONOMICS General Financial risk management Risk management Mathematical models Financial services industry Risk management Electronic books Guillen, Montserrat author oth Santolino, Miguel author oth Erscheint auch als Druck-Ausgabe Belles-Sampera, Jaume Risk quantification and allocation methods for practitioners Amsterdam : Atlantis Press : Amsterdam University Press, [2017] 9789462984059 https://search.ebscohost.com/login.aspx?direct=true&scope=site&db=nlebk&AN=2036778 Verlag kostenfrei Volltext |
| spellingShingle | Belles-Sampera, Jaume Guillen, Montserrat Santolino, Miguel Risk quantification and allocation methods for practitioners 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 Finances Gestion du risque Gestion du risque Modèles mathématiques Services financiers Gestion du risque BUSINESS & ECONOMICS General Financial risk management Risk management Mathematical models Financial services industry Risk management |
| title | Risk quantification and allocation methods for practitioners |
| title_auth | Risk quantification and allocation methods for practitioners |
| title_exact_search | Risk quantification and allocation methods for practitioners |
| title_full | Risk quantification and allocation methods for practitioners Jaume Belles-Sampera, Montserrat Guillen, and Miguel Santolino |
| title_fullStr | Risk quantification and allocation methods for practitioners Jaume Belles-Sampera, Montserrat Guillen, and Miguel Santolino |
| title_full_unstemmed | Risk quantification and allocation methods for practitioners Jaume Belles-Sampera, Montserrat Guillen, and Miguel Santolino |
| title_short | Risk quantification and allocation methods for practitioners |
| title_sort | risk quantification and allocation methods for practitioners |
| topic | Finances Gestion du risque Gestion du risque Modèles mathématiques Services financiers Gestion du risque BUSINESS & ECONOMICS General Financial risk management Risk management Mathematical models Financial services industry Risk management |
| topic_facet | Finances Gestion du risque Services financiers BUSINESS & ECONOMICS Financial risk management Risk management Financial services industry Risk management Risk management Mathematical models |
| url | https://search.ebscohost.com/login.aspx?direct=true&scope=site&db=nlebk&AN=2036778 |
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