Risk Quantification and Allocation Methods for Practitioners / Jaume Belles-Sampera, Montserrat Guillén, Miguel Santolino.
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 developme...
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| Superior document: | Atlantis Studies in Computational Finance and Financial Engineering. |
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| TeilnehmendeR: | |
| Place / Publishing House: | [s.l.] : : Amsterdam University Press,, 2017. |
| Year of Publication: | 2017 |
| Language: | English |
| Series: | Atlantis Studies in Computational Finance and Financial Engineering
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| Physical Description: | 1 online resource (169 pages) |
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(CKB)5590000000486951 (ScCtBLL)fa9a5876-185d-4eee-af5f-cf5d310e7dcd (MiAaPQ)EBC6639843 (Au-PeEL)EBL6639843 (OCoLC)1256821465 (DE-B1597)596769 (DE-B1597)9789048534586 (oapen)https://directory.doabooks.org/handle/20.500.12854/70735 (OCoLC)1301547244 (EXLCZ)995590000000486951 |
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Belles-Sampera, Jaume author. Risk Quantification and Allocation Methods for Practitioners Jaume Belles-Sampera, Montserrat Guillén, Miguel Santolino. [s.l.] : Amsterdam University Press, 2017. 1 online resource (169 pages) text txt rdacontent computer c rdamedia online resource cr rdacarrier Atlantis Studies in Computational Finance and Financial Engineering. Description based on print version record. 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. CC BY-NC-ND Frontmatter -- Preface -- Contents -- PART I RISK ASSESSMENT -- 1 Preliminary concepts on quantitative risk measurement -- 2 Data on losses for risk evaluation -- 3 A family of distortion risk measures -- 4 GlueVaR and other new risk measures -- 5 Risk measure choice -- PART II CAPITAL ALLOCATION PROBLEMS -- 6 An overview on capital allocation problems -- 7 Capital allocation based on GlueVaR -- 8 Capital allocation principles as compositional data -- Appendix -- Bibliography -- Biographies of the authors -- Index English Financial Risk Management. Finance. Business. Economics Capital allocation. Decision maker. Risk behavior. Risk measurement. Uncertainty. 94-6298-405-0 Guillén, Montserrat author. Santolino, Miguel author. Atlantis Studies in Computational Finance and Financial Engineering |
| language |
English |
| format |
eBook |
| author |
Belles-Sampera, Jaume Guillén, Montserrat Santolino, Miguel |
| spellingShingle |
Belles-Sampera, Jaume Guillén, Montserrat Santolino, Miguel Risk Quantification and Allocation Methods for Practitioners Atlantis Studies in Computational Finance and Financial Engineering. Frontmatter -- Preface -- Contents -- PART I RISK ASSESSMENT -- 1 Preliminary concepts on quantitative risk measurement -- 2 Data on losses for risk evaluation -- 3 A family of distortion risk measures -- 4 GlueVaR and other new risk measures -- 5 Risk measure choice -- PART II CAPITAL ALLOCATION PROBLEMS -- 6 An overview on capital allocation problems -- 7 Capital allocation based on GlueVaR -- 8 Capital allocation principles as compositional data -- Appendix -- Bibliography -- Biographies of the authors -- Index |
| author_facet |
Belles-Sampera, Jaume Guillén, Montserrat Santolino, Miguel Guillén, Montserrat Santolino, Miguel |
| author_variant |
j b s jbs m g mg m s ms |
| author_role |
VerfasserIn VerfasserIn VerfasserIn |
| author2 |
Guillén, Montserrat Santolino, Miguel |
| author2_role |
TeilnehmendeR TeilnehmendeR |
| author_sort |
Belles-Sampera, Jaume |
| title |
Risk Quantification and Allocation Methods for Practitioners |
| title_full |
Risk Quantification and Allocation Methods for Practitioners Jaume Belles-Sampera, Montserrat Guillén, Miguel Santolino. |
| title_fullStr |
Risk Quantification and Allocation Methods for Practitioners Jaume Belles-Sampera, Montserrat Guillén, Miguel Santolino. |
| title_full_unstemmed |
Risk Quantification and Allocation Methods for Practitioners Jaume Belles-Sampera, Montserrat Guillén, Miguel Santolino. |
| title_auth |
Risk Quantification and Allocation Methods for Practitioners |
| title_alt |
Frontmatter -- Preface -- Contents -- PART I RISK ASSESSMENT -- 1 Preliminary concepts on quantitative risk measurement -- 2 Data on losses for risk evaluation -- 3 A family of distortion risk measures -- 4 GlueVaR and other new risk measures -- 5 Risk measure choice -- PART II CAPITAL ALLOCATION PROBLEMS -- 6 An overview on capital allocation problems -- 7 Capital allocation based on GlueVaR -- 8 Capital allocation principles as compositional data -- Appendix -- Bibliography -- Biographies of the authors -- Index |
| title_new |
Risk Quantification and Allocation Methods for Practitioners |
| title_sort |
risk quantification and allocation methods for practitioners |
| series |
Atlantis Studies in Computational Finance and Financial Engineering. |
| series2 |
Atlantis Studies in Computational Finance and Financial Engineering. |
| publisher |
Amsterdam University Press, |
| publishDate |
2017 |
| physical |
1 online resource (169 pages) |
| contents |
Frontmatter -- Preface -- Contents -- PART I RISK ASSESSMENT -- 1 Preliminary concepts on quantitative risk measurement -- 2 Data on losses for risk evaluation -- 3 A family of distortion risk measures -- 4 GlueVaR and other new risk measures -- 5 Risk measure choice -- PART II CAPITAL ALLOCATION PROBLEMS -- 6 An overview on capital allocation problems -- 7 Capital allocation based on GlueVaR -- 8 Capital allocation principles as compositional data -- Appendix -- Bibliography -- Biographies of the authors -- Index |
| isbn |
90-485-3458-5 94-6298-405-0 |
| illustrated |
Not Illustrated |
| oclc_num |
1256821465 1301547244 |
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Risk Quantification and Allocation Methods for Practitioners |
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