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Future perspectives in risk models and finance

Author: Alain Bensoussan; Dominique Guegan; Charles S Tapiero
Publisher: Cham : Springer, [2014] ©2015
Series: International series in operations research & management science, 211.
Edition/Format:   eBook : Document : EnglishView all editions and formats
Summary:
This book provides a perspective on a number of financial modelling analytics and risk management. The book begins with extensive outline of GLM estimation techniques combined with the proof of its fundamental results. Applications of static and dynamic models provide a unified approach to the estimation of nonlinear risk models. The book then examines the definition of risks and their management, with particular  Read more...
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Genre/Form: Electronic books
Additional Physical Format: Print version:
Future Perspectives in Risk Models and Finance
(OCoLC)892819665
Material Type: Document, Internet resource
Document Type: Internet Resource, Computer File
All Authors / Contributors: Alain Bensoussan; Dominique Guegan; Charles S Tapiero
ISBN: 9783319075242 3319075241
OCLC Number: 896826683
Description: 1 online resource (329 pages) : illustrations.
Contents: 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 Theorem --
Financial Modeling, Memory and Mathematical Systems --
Asset price modeling: from Fractional to Multifractional Processes --
Financial Analytics and A Binomial Pricing Model.
Series Title: International series in operations research & management science, 211.
Responsibility: Alain Bensoussan, Dominique Guegan, Charles S. Tapiero, editors.

Abstract:

Theoretically, financial risks models are models of a real and a financial "uncertainty", based on both common and private information and economic theories defining the rules that financial markets  Read more...

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