, Guerard demonstrates how forecasting tools can be applied to understand the business cycle, evaluate market risk, and …

This book is a guide to asset and risk management from a practical point of view. It is centered around two questions … triggered by the global events on the stock markets since the middle of the last decade: - Why do crashes happen when in theory … they should not? - How do investors deal with such crises in terms of their risk measurement and management and, as a …

of credibility theory, uncertainty theory and chance theory, respectively. As such, it offers readers a comprehensive and … -- 10 Random Fuzzy Mean-Risk Model -- Bibliography -- List of Frequently Used Symbols …

for changes in market risk management strategies. The book offers a valuable resource for all researchers and … practitioners interested in the theory behind fixed income instruments, and in their applications in financial portfolio management …

microstructure effects, as well as new financial risk measures using parametric and non-parametric techniques. In particular, it …

into a single, powerful set of strategies to maximize leverage while minimizing risk …

in finance related to: asset pricing, optimal portfolio management, risk measurement, risk control and asset …Multi-period Risk Measures and Optimal Investment Policies -- Asset Price Dynamics: Shocks and Regimes -- Scenario … Uncertainty -- Liability-driven Investment in Longevity Risk Management -- Pricing Multiple Exercise American Options by Linear …

Estimation Theory for Generalized Linear Models -- New Distorsion Risk Measure Based on Bimodal Distributions -- Stress … Testing Engineering: Risk Vs Incident -- The Skin In The Game Heuristic for Protection Against Tail Events -- The Fragility …This book provides a perspective on a number of approaches to financial modelling and risk management. It examines both …