Hazardous Forecasts and Crisis Scenario Generator - Couverture rigide

Clément-Grandcourt, Arnaud; Fraysse, Hervé

Couverture rigide

ISBN 10 : 1785480286 ISBN 13 : 9781785480287

Editeur : ISTE Press Ltd - Elsevier Inc, 2015

Synopsis

This book presents a crisis scenario generator with black swans, black butterflies and worst case scenarios. It is the most useful scenario generator that can be used to manage assets in a crisis-prone period, offering more reliable values for Value at Risk (VaR), Conditional Value at Risk (CVaR) and Tail Value at Risk (TVaR).

Hazardous Forecasts and Crisis Scenario Generator questions how to manage assets when crisis probability increases, enabling you to adopt a process for using generators in order to be well prepared for handling crises.

A propos du livre

Présentation de l'éditeur

This book presents a crisis scenario generator with black swans, black butterflies and worst case scenarios. It is the most useful scenario generator that can be used to manage assets in a crisis-prone period, offering more reliable values for Value at Risk (VaR), Conditional Value at Risk (CVaR) and Tail Value at Risk (TVaR).

Hazardous Forecasts and Crisis Scenario Generator questions how to manage assets when crisis probability increases, enabling you to adopt a process for using generators in order to be well prepared for handling crises.

• Evaluates risk-oriented philosophy, forecast risk-oriented philosophy and its processes
• Features scenario-building processes, with an emphasis on main and extreme scenarios
• Discusses asset management processes using a generator methodology to avoid risk understatement and increase optimization.

Détails de l'édition

• Éditeur: ISTE Press Ltd - Elsevier Inc
• Date d'édition: 2015
• Langue: anglais
• ISBN 10: 1785480286
• ISBN 13: 9781785480287
• Reliure: Relié
• Nombre de pages: 164
• Coordonnées du fabricant: non disponible
• Personne responsable: Barbara Criscuolo; b.criscuolo@lswr.it; ; Via Spadolini, 7; Milano; 20141; Italie