Scenario Analysis in Risk Management
Produktnummer:
18397c62b954b74848a26790556c0a1c8d
| Autor: | Hassani, Bertrand K. |
|---|---|
| Themengebiete: | Bayesian Networks Risk Analysis Risk Framework Risk Measurement Scenario Analysis Stress Testing |
| Veröffentlichungsdatum: | 04.11.2016 |
| EAN: | 9783319250540 |
| Sprache: | Englisch |
| Seitenzahl: | 162 |
| Produktart: | Gebunden |
| Verlag: | Springer International Publishing |
| Untertitel: | Theory and Practice in Finance |
Produktinformationen "Scenario Analysis in Risk Management"
This book focuses on identifying and explaining the key determinants of scenario analysis in the context of operational risk, stress testing and systemic risk, as well as management and planning. Each chapter presents alternative solutions to perform reliable scenario analysis. The author also provides technical notes and describes applications and key characteristics for each of the solutions. In addition, the book includes a section to help practitioners interpret the results and adjust them to real-life management activities. Methodologies, including those derived from consensus strategies, extreme value theory, Bayesian networks, Neural networks, Fault Trees, frequentist statistics and data mining are introduced in such a way as to make them understandable to readers without a quantitative background. Particular emphasis is given to the added value of the implementation of these methodologies.
Sie möchten lieber vor Ort einkaufen?
Sie haben Fragen zu diesem oder anderen Produkten oder möchten einfach gerne analog im Laden stöbern? Wir sind gerne für Sie da und beraten Sie auch telefonisch.
Juristische Fachbuchhandlung
Georg Blendl
Parcellistraße 5 (Maxburg)
8033 München
Montag - Freitag: 8:15 -18 Uhr
Samstags geschlossen