Future perspectives in risk models and finance

This book provides a perspective on a number of financial modelling analytics and risk management. The book begins with extensive outline of GLM estimation techniques combined with the proof of its fundamental results. Applications of static and dynamic models provide a unified approach to the estim...

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Bibliographic Details
Corporate Author: SpringerLink (Online service)
Other Authors: Bensoussan, Alain (Editor), Guegan, Dominique (Editor), Tapiero, Charles S. (Editor)
Format: eBook
Language:English
Published: Cham : Springer, [2014]
Series:International series in operations research & management science ; 211.
Physical Description:
1 online resource (329 pages) : illustrations.
Subjects:
Financial risk management.
Finance.
operationeel onderzoek.
operations research.
economie.
economics.
bedrijfswetenschap.
management science.
finance.
Management studies, Business Administration, Organizational Science (General)
Economics (General)
Management, bedrijfskunde, organisatiekunde (algemeen)
Economie (algemeen)
Online Access:SpringerLink - Click here for access
Description
Summary:This book provides a perspective on a number of financial modelling analytics and risk management. The book begins with extensive outline of GLM estimation techniques combined with the proof of its fundamental results. Applications of static and dynamic models provide a unified approach to the estimation of nonlinear risk models. The book then examines the definition of risks and their management, with particular emphasis on the importance of bi-modal distributions for financial regulation. Chapters also cover the implications of stress testing and the noncyclical CAR (Capital Adequacy Rule).
Physical Description:
1 online resource (329 pages) : illustrations.
Bibliography:Includes bibliographical references and index.
ISBN:9783319075242
3319075241

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