Scenario Analysis in Risk Management
-15%
portes grátis
Scenario Analysis in Risk Management
Theory and Practice in Finance
Hassani, Bertrand K.
Springer International Publishing AG
06/2018
162
Mole
Inglês
9783319797274
15 a 20 dias
2759
Descrição não disponível.
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 analysis purposes.- Fault Trees and variations.- Forward looking underlying information: Working with time series.- Dependencies and relationships between variables.
Este título pertence ao(s) assunto(s) indicados(s). Para ver outros títulos clique no assunto desejado.
Bayesian Networks;Risk Analysis;Risk Framework;Risk Measurement;Scenario Analysis;Stress Testing
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 analysis purposes.- Fault Trees and variations.- Forward looking underlying information: Working with time series.- Dependencies and relationships between variables.
Este título pertence ao(s) assunto(s) indicados(s). Para ver outros títulos clique no assunto desejado.
