Hassani, Bertrand Scenario Analysis in Risk Management 9783319250540

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Автор: Hassani, Bertrand
Название: Scenario Analysis in Risk Management
ISBN: 9783319250540
Издательство: Springer
Классификация:

Макроэкономика

Финансы

ISBN-10: 331925054X
Обложка/Формат: Hardback
Вес: 0.43 кг.
Дата издания: 2016
Язык: English
Иллюстрации: 14 black & white illustrations, 20 colour illustrations, biography
Размер: 234 x 156 x 11
Читательская аудитория: Professional & vocational
Подзаголовок: Theory and practice in finance
Ссылка на Издательство: Link
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Поставляется из: Германии
Описание: 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.
Дополнительное описание: Introduction and Environment.- Environment.- The Information set.- The Consensus Approach.- Tilting Strategy - Using Probability Distribution Properties.- Leveraging Extreme Value Theory.- Bayesian Networks.- Articial neural network to serve scenario anal

Scenario Analysis in Risk Management, Hassani, Bertrand