| 书目名称 | Measuring Risk in Complex Stochastic Systems | | 编辑 | Jürgen Franke,Gerhard Stahl,Wolfgang Härdle | | 视频video | | | 丛书名称 | Lecture Notes in Statistics | | 图书封面 |  | | 描述 | Complex dynamic processes of life and sciences generate risks that have to be taken. The need for clear and distinctive definitions of different kinds of risks, adequate methods and parsimonious models is obvious. The identification of important risk factors and the quantification of risk stemming from an interplay between many risk factors is a prerequisite for mastering the challenges of risk perception, analysis and management successfully. The increasing complexity of stochastic systems, especially in finance, have catalysed the use of advanced statistical methods for these tasks. The methodological approach to solving risk management tasks may, however, be undertaken from many different angles. A financial insti tution may focus on the risk created by the use of options and other derivatives in global financial processing, an auditor will try to evalu ate internal risk management models in detail, a mathematician may be interested in analysing the involved nonlinearities or concentrate on extreme and rare events of a complex stochastic system, whereas a statis tician may be interested in model and variable selection, practical im plementations and parsimonious modelling. A | | 出版日期 | Book 2000 | | 关键词 | Estimator; Projection pursuit; Semiparametric Model; linear optimization; statistics; quantitative financ | | 版次 | 1 | | doi | https://doi.org/10.1007/978-1-4612-1214-0 | | isbn_softcover | 978-0-387-98996-9 | | isbn_ebook | 978-1-4612-1214-0Series ISSN 0930-0325 Series E-ISSN 2197-7186 | | issn_series | 0930-0325 | | copyright | Springer Science+Business Media New York 2000 |
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发表于 2025-3-21 19:36:12
