Hazardous Forecasts and Crisis Scenario Generator e-bog
802,25 DKK
(inkl. moms 1002,81 DKK)
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 ...
E-bog
802,25 DKK
Forlag
ISTE Press - Elsevier
Udgivet
6 oktober 2015
Længde
164 sider
Genrer
PBUD
Sprog
English
Format
epub
Beskyttelse
LCP
ISBN
9780081007778
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.