Risk Quantification and Allocation Methods for Practitioners

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Title

Risk Quantification and Allocation Methods for Practitioners

Subject

Econometrics

Description

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.

Creator

Belles Sampera, Jaume
Guillén, Montserrat
Santolino, Miguel

Source

https://library.oapen.org/handle/20.500.12657/49461

Publisher

Publisher: Amsterdam University Press
Publisher website: https://www.aup.nl/

Date

2017

Contributor

Tatik

Rights

https://creativecommons.org/licenses/by-nc-nd/4.0/

Format

PDF

Language

English

Type

Textbooks

Identifier

DOI: 10.5117/9789462984059
ISBN: 9789462984059, 9789048534586

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