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Hazardous Forecasts and Crisis Scenario Generator

Autor Arnaud Clément-Grandcourt, Hervé Fraysse
en Limba Engleză Hardback – 24 sep 2015
This book presents a crisis scenario generator with black swans, black butterflies and worst case scenarios. It is the most useful scenario generator that can be used to manage assets in a crisis-prone period, offering more reliable values for Value at Risk (VaR), Conditional Value at Risk (CVaR) and Tail Value at Risk (TVaR).
Hazardous Forecasts and Crisis Scenario Generator questions how to manage assets when crisis probability increases, enabling you to adopt a process for using generators in order to be well prepared for handling crises.


  • Evaluates risk-oriented philosophy, forecast risk-oriented philosophy and its processes
  • Features scenario-building processes, with an emphasis on main and extreme scenarios
  • Discusses asset management processes using a generator methodology to avoid risk understatement and increase optimization.
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Specificații

ISBN-13: 9781785480287
ISBN-10: 1785480286
Pagini: 164
Dimensiuni: 152 x 229 x 11 mm
Greutate: 0.4 kg
Editura: ELSEVIER SCIENCE

Public țintă

Graduate students in master's or Ph.D. programs and practitioners in finance/banking; bankers and risk managers involved in capital allocation and portfolio management

Cuprins

1. Risk-oriented philosophy, Forecast-based philosophy and processes2. Scenarios building processes3. How to use these scenarios for asset management?4. Conclusion