Main Risk Measurement: From Quantitative Measures to Management Decisions
Risk Measurement: From Quantitative Measures to Management Decisions cover

Risk Measurement: From Quantitative Measures to Management Decisions

,
4.0 / 5.0
0 comments

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.


Request Code : ZLIBIO2354193
Categories:
Year:
2019
Edition:
1st ed.
Publisher:
Springer International Publishing
Language:
English
Pages:
XIV, 215
ISBN:
978-3-030-02679-0,978-3-030-02680-6
This book is not available due to the complaint of the copyright holder.

Comments of this book

There are no comments yet.