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Author Belles-Sampera, Jaume, author.

Title Risk quantification and allocation methods for practitioners / Jaume Belles-Sampera, Montserrat Guillen, and Miguel Santolino.

Publication Info. Amsterdam : Atlantis Press : Amsterdam University Press, [2017]
©2017

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Location Call No. OPAC Message Status
 Axe JSTOR Open Ebooks  Electronic Book    ---  Available
Description 1 online resource (xiii, 154 pages)
text txt rdacontent
computer c rdamedia
online resource cr rdacarrier
Series Atlantis studies in computational finance and financial engineering
Atlantis studies in computational finance and financial engineering.
Bibliography Includes bibliographical references and index.
Summary Risk Quantification and Allocation Methods for Practitioners offers a practical approach to risk management in the financial industry. This in-depth study provides quantitative tools to better describe qualitative issues, as well as clear explanations of how to transform recent theoretical developments into computational practice, and key tools for dealing with the issues of risk measurement and capital allocation.
Contents Preliminary concepts on quantitative risk measurement -- Data on losses for risk evaluation -- A family of distortion risk measures -- GlueVaR and other new risk measures -- Risk measure choice -- An overview on capital allocation problems -- Capital allocation based on GlueVaR -- Capital allocation principles as compositional data.
Note Print version record.
Access Open Access EbpS
Subject Financial risk management.
Financial services industry -- Risk management.
Risk management -- Mathematical models.
Finances -- Gestion du risque.
Services financiers -- Gestion du risque.
Gestion du risque -- Modèles mathématiques.
Mathematical and statistical software.
BUSINESS & ECONOMICS -- General.
Financial risk management
Risk management -- Mathematical models
Added Author Guillen, Montserrat, author.
Santolino, Miguel, author.
Other Form: Print version: Belles-Sampera, Jaume. Risk quantification and allocation methods for practitioners. Amsterdam : Atlantis Press : Amsterdam University Press, [2017] 9789462984059 (OCoLC)962231920
ISBN 9789048534586 (electronic bk.)
9048534585 (electronic bk.)
9789462984059
9462984050
Standard No. AU@ 000069367978

 
    
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