Description: Risk Measurement : From Quantitative Measures to Management Decisions, Hardcover by Guégan, Dominique; Hassani, Bertrand K., ISBN 3030026795, ISBN-13 9783030026790, Brand New, Free shipping in the US 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, th 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.
Price: 112.5 USD
Location: Jessup, Maryland
End Time: 2024-12-29T13:17:27.000Z
Shipping Cost: 0 USD
Product Images
Item Specifics
Return shipping will be paid by: Buyer
All returns accepted: Returns Accepted
Item must be returned within: 14 Days
Refund will be given as: Money Back
Return policy details:
Book Title: Risk Measurement : from Quantitative Measures to Management Decisions
Number of Pages: Xiv, 215 Pages
Language: English
Publisher: Springer International Publishing A&G
Topic: Finance / Financial Risk Management, Finance / Financial Engineering, Corporate Finance / General
Publication Year: 2019
Illustrator: Yes
Genre: Business & Economics
Item Weight: 18.3 Oz
Item Length: 9.3 in
Author: Bertrand K. Hassani, Dominique Guégan
Item Width: 6.1 in
Format: Hardcover
