| 书目名称 | Risk Measurement | | 副标题 | From Quantitative Me | | 编辑 | Dominique Guégan,Bertrand K. Hassani | | 视频video | | | 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 | | 图书封面 |  | | 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 | | 关键词 | Risk Management; Value at Risk; Time Series; Dependencies; Financial Regulations; quantitative finance | | 版次 | 1 | | doi | https://doi.org/10.1007/978-3-030-02680-6 | | isbn_ebook | 978-3-030-02680-6 | | copyright | Springer Nature Switzerland AG 2019 |
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发表于 2025-3-21 20:07:54
