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1. Introduction
2. Financial Institutions: A Regulation Review Through the Risk Measurement Prism
3. The Traditional Risk Measures
4. Univariate and Multivariate Distributions
5. Extensions for Risk Measures: Univariate and Multivariate Approaches
6. Linear Dynamics
7. Risks and Non-Linear Dynamics

이용현황보기

Risk measurement : from quantitative measures to management decisions 이용현황 표 - 등록번호, 청구기호, 권별정보, 자료실, 이용여부로 구성 되어있습니다.
등록번호 청구기호 권별정보 자료실 이용여부
0002542188 658.155 -A19-3 서울관 서고(열람신청 후 1층 대출대) 이용가능
B000018050 658.155 -A19-3 부산관 서고(열람신청 후 2층 주제자료실) 이용가능

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알라딘제공

This book combines theory and practice to analyze risk measurement from different points of view. The limitations of a model depend on the framework on which it has been built as well as specific assumptions, and risk managers need to be aware of these when assessing risks. The authors investigate the impact of these limitations, propose an alternative way of thinking that challenges traditional assumptions, and also provide novel solutions. Starting with the traditional Value at Risk (VaR) model and its limitations, the book discusses concepts like the expected shortfall, the spectral measure, the use of the spectrum, and the distortion risk measures from both a univariate and a multivariate perspective. 



New feature

This book combines theory and practice to analyze risk measurement from different points of view. The limitations of a model depend on the framework on which it has been built as well as specific assumptions, and risk managers need to be aware of these when assessing risks. The authors investigate the impact of these limitations, propose an alternative way of thinking that challenges traditional assumptions, and also provide novel solutions. Starting with the traditional Value at Risk (VaR) model and its limitations, the book discusses concepts like the expected shortfall, the spectral measure, the use of the spectrum, and the distortion risk measures from both a univariate and a multivariate perspective. 

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