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Scenario analysis in risk management[electronic resource] :theory and practice in finance /

紀錄類型:	書目-電子資源 : Monograph/item
杜威分類號:	658.155
書名/作者:	Scenario analysis in risk management : theory and practice in finance // by Bertrand K. Hassani.
作者:	Hassani, Bertrand K.
出版者:	Cham : : Springer International Publishing :, 2016.
面頁冊數:	xiii, 162 p. : : ill., digital ;; 24 cm.
Contained By:	Springer eBooks
標題:	Risk management.
標題:	Operations research.
標題:	Decision making.
標題:	Finance.
標題:	Economics.
標題:	Macroeconomics.
標題:	Macroeconomics/Monetary Economics/Financial Economics.
標題:	Finance, general.
標題:	Operation Research/Decision Theory.
標題:	Economic Theory/Quantitative Economics/Mathematical Methods.
ISBN:	9783319250564
ISBN:	9783319250540
內容註:	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.
摘要、提要註:	This book focuses on identifying and explaining the key determinants of scenario analysis in the context of operational risk, stress testing and systemic risk, as well as management and planning. Each chapter presents alternative solutions to perform reliable scenario analysis. The author also provides technical notes and describes applications and key characteristics for each of the solutions. In addition, the book includes a section to help practitioners interpret the results and adjust them to real-life management activities. Methodologies, including those derived from consensus strategies, extreme value theory, Bayesian networks, Neural networks, Fault Trees, frequentist statistics and data mining are introduced in such a way as to make them understandable to readers without a quantitative background. Particular emphasis is given to the added value of the implementation of these methodologies.
電子資源:	http://dx.doi.org/10.1007/978-3-319-25056-4

Scenario analysis in risk management[electronic resource] :theory and practice in finance /
Hassani, Bertrand K.

Scenario analysis in risk managementtheory and practice in finance /[electronic resource] :by Bertrand K. Hassani. - Cham :Springer International Publishing :2016. - xiii, 162 p. :ill., digital ;24 cm.

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.

This book focuses on identifying and explaining the key determinants of scenario analysis in the context of operational risk, stress testing and systemic risk, as well as management and planning. Each chapter presents alternative solutions to perform reliable scenario analysis. The author also provides technical notes and describes applications and key characteristics for each of the solutions. In addition, the book includes a section to help practitioners interpret the results and adjust them to real-life management activities. Methodologies, including those derived from consensus strategies, extreme value theory, Bayesian networks, Neural networks, Fault Trees, frequentist statistics and data mining are introduced in such a way as to make them understandable to readers without a quantitative background. Particular emphasis is given to the added value of the implementation of these methodologies.

ISBN: 9783319250564

Standard No.: 10.1007/978-3-319-25056-4doiSubjects--Topical Terms:

226935
Risk management.

LC Class. No.: HD61 / .H37 2016

Dewey Class. No.: 658.155

Scenario analysis in risk management[electronic resource] :theory and practice in finance /
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