Reset Filters
CLC: F - 经济

Cover is for reference only

Future perspectives in risk models and finance /

This book provides a perspective on a number of approaches to financial modelling and risk management. It examines both theoretical and practical issues. Theoretically, financial risks models are models of a real and a financial "uncertainty", based on both common and private information a...

Full description

Saved in:
Bibliographic Details
Group Author: Bensoussan, Alain; Guegan, Dominique; Tapiero, Charles S
Published: Springer International Publishing,
Publisher Address: Cham, Switzerland :
Publication Dates: [2015]
Literature type: Book
Language: English
Series: International Series in Operations Research & Management Science, volume 211
Subjects:
Financial risk > Mathematical models
Financial risk > Simulation methods
Financial risk management
Summary: This book provides a perspective on a number of approaches to financial modelling and risk management. It examines both theoretical and practical issues. Theoretically, financial risks models are models of a real and a financial "uncertainty", based on both common and private information and economic theories defining the rules that financial markets comply to. Financial models are thus challenged by their definitions and by a changing financial system fueled by globalization, technology growth, complexity, regulation and the many factors that contribute to rendering financial processes to b
Carrier Form: xiv, 315 pages : illustrations (some color) ; 24 cm.
Bibliography: Includes bibliographical references and index.
ISBN: 3319075233
9783319075235
Index Number: HG106
CLC: F830.9-32
Call Number: F830.9-32/F996
Contents: Estimation theory for generalized linear models -- Distortion risk measure or the transformation of unimodal distributions into multimodal functions -- Stress testing engineering: the real risk measurement? -- The Skin in the Game as a risk filter -- Capital adequacy, pro-cyclicality and systemic risk -- Financial modelling and memory: mathematical system -- Asset price modeling: from fractional to multifractional processes -- Financial analytics and a binomial pricing model.

Related Book Recommendations