Risk Measurement : From Quantitative Measures to Management Decisions

by Dominique Guégan, Bertrand K. Hassani

1 Introduction -- 2. Financial Institutions : A Regulation review through the Risk Measurement prism -- 3. The Traditional Risk measures -- 4. Univariate and Multivariate Distributions -- 5. Extensions for Risk Measures: Univariate and Multivariate Approaches -- 6. Risks Measures and Dynamics -- 7. Markov Switching modelling

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Year of publication:	2019
Authors:	Guégan, Dominique ; Hassani, Bertrand
Publisher:	Cham : Springer
Subject:	Kreditrisiko \| Credit risk \| Statistische Methode \| Statistical method \| Modellierung \| Scientific modelling \| Lineare Regression \| Linear regression \| Univariate Analyse \| Univariate analysis \| Multivariate Analyse \| Multivariate analysis \| Statistische Verteilung \| Statistical distribution \| Portfolio-Management \| Portfolio selection \| Finanzkrise \| Financial crisis \| Operationelles Risiko \| Operational risk
Description of contents:	Description [zbmath.org]

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Extent:	1 Online-Ressource (XIV, 215 p. 30 illus., 16 illus. in color)
Series:	Springer eBooks / Economics and Finance Springer eBook Collection
Type of publication:	Book / Working Paper
Language:	English
ISBN:	978-3-030-02680-6 ; 978-3-030-02679-0
Other identifiers:	10.1007/978-3-030-02680-6 [DOI]
Source:	ECONIS - Online Catalogue of the ZBW

Persistent link: https://www.econbiz.de/10012398556