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Hazardous Forecasts and Crisis Scenario Generator, Arnaud Clement-Grandcourt


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Цена: 13980.00р.
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Автор: Arnaud Clement-Grandcourt
Название:  Hazardous Forecasts and Crisis Scenario Generator
ISBN: 9781785480287
Издательство: Elsevier Science
Классификация:
ISBN-10: 1785480286
Обложка/Формат: Hardback
Страницы: 164
Вес: 0.39 кг.
Дата издания: 22.09.2015
Язык: English
Размер: 238 x 161 x 16
Ссылка на Издательство: Link
Рейтинг:
Поставляется из: Европейский союз
Описание:

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.



Expert Adjustments of Model Forecasts

Автор: Franses
Название: Expert Adjustments of Model Forecasts
ISBN: 1107081599 ISBN-13(EAN): 9781107081598
Издательство: Cambridge Academ
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Цена: 8078.00 р.
Наличие на складе: Есть у поставщика Поставка под заказ.

Описание: Written for academics and practitioners with an interest in forecasting methodology, this book tests the notion that many forecasters feel they can improve the accuracy of forecasts based on their intuition. Current research is collated to examine `expert adjustment` from an econometric perspective and guidelines for improvement are suggested.

Yield Curve Modeling and Forecasting?

Автор: Diebold Francis
Название: Yield Curve Modeling and Forecasting?
ISBN: 0691146802 ISBN-13(EAN): 9780691146805
Издательство: Wiley
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Цена: 7128.00 р.
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Описание: Offers an understanding of the dynamic evolution of the yield curve is critical to many financial tasks, including pricing financial assets and their derivatives, managing financial risk, allocating portfolios, structuring fiscal debt, and valuing capital goods. This title contains essential tools for academics, central banks, and more.

Time Series Models for Business and Economic Forecasting

Автор: Franses
Название: Time Series Models for Business and Economic Forecasting
ISBN: 0521817706 ISBN-13(EAN): 9780521817707
Издательство: Cambridge Academ
Рейтинг:
Цена: 14890.00 р.
Наличие на складе: Есть у поставщика Поставка под заказ.

Описание: With a new author team contributing decades of practical experience, this fully updated second edition textbook summarises the most critical decisions, techniques and steps in creating effective forecasting models. Includes all new theoretical and practical exercises geared at guiding students through the steps of creating forecasting models on their own.

Time Series Models for Business and Economic Forecasting

Автор: Franses
Название: Time Series Models for Business and Economic Forecasting
ISBN: 0521520916 ISBN-13(EAN): 9780521520911
Издательство: Cambridge Academ
Рейтинг:
Цена: 7445.00 р.
Наличие на складе: Есть у поставщика Поставка под заказ.

Описание: With a new author team contributing decades of practical experience, this fully updated second edition textbook summarises the most critical decisions, techniques and steps in creating effective forecasting models. Includes all new theoretical and practical exercises geared at guiding students through the steps of creating forecasting models on their own.

Econometric Models & Economic Forecasts

Автор: Pindyck
Название: Econometric Models & Economic Forecasts
ISBN: 0071158367 ISBN-13(EAN): 9780071158367
Издательство: McGraw-Hill
Рейтинг:
Цена: 9436.00 р.
Наличие на складе: Поставка под заказ.

Описание: First course in Econometrics in Economics Departments at better schools, also Economic/Business Forecasting. Slightly higher level and more comprehensive than Gujarati Basic Econometrics (M-H, 1996) . P-R covers more time series and forecasting. P-R coverage is a notch below Johnston-DiNardo (M-H, 97) and requires no matrix algebra.

Evaluating Econometric Forecasts of Economic and Financial Variables

Автор: Clements
Название: Evaluating Econometric Forecasts of Economic and Financial Variables
ISBN: 1403941564 ISBN-13(EAN): 9781403941565
Издательство: Springer
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Цена: 14673.00 р.
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Описание: Financial econometrics is one of the greatest on-going success stories of recent decades, as it has become one of the most active areas of research in econometrics. It describes the methods of evaluating these more complex forecasts which provide a fuller description of the range of possible future outcomes.

Forecasting, structural time series models and the kalman filter

Автор: Harvey, Andrew C.
Название: Forecasting, structural time series models and the kalman filter
ISBN: 0521405734 ISBN-13(EAN): 9780521405737
Издательство: Cambridge Academ
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Цена: 6018.00 р.
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Описание: This book is concerned with modelling economic and social time series and with addressing the special problems which the treatment of such series pose. It is unique in its use of Kalman filtering with econometric and time series modelling.

Real Estate Modelling and Forecasting

Автор: Brooks
Название: Real Estate Modelling and Forecasting
ISBN: 0521873398 ISBN-13(EAN): 9780521873390
Издательство: Cambridge Academ
Рейтинг:
Цена: 14890.00 р.
Наличие на складе: Есть у поставщика Поставка под заказ.

Описание: Assuming only a basic understanding of econometrics, this book introduces and explains a broad range of quantitative techniques that are relevant for the analysis of real estate data. It includes numerous detailed examples, giving readers the confidence they need to estimate and interpret their own models.


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