书目详细信息
： Risk measurement :
书目信息 机读格式(MARC)
| ISBN： | 9783030026790 (hbk.) : |
|---|---|
| ISBN： | 3030026795 (hbk.) |
| 编目源： | GW5XE GW5XE YDX UKMGB UPM MERER OCLCF |
| 个人名称： | Guegan, Dominique. |
| 题名： | Risk measurement : from quantitative measures to management decisions / Dominique Guégan, Bertrand K. Hassani. |
| 索书号： | C936/G896E |
| 出版发行项： | Cham, Switzerland : Springer, 2019. |
| 载体形态： | xiv, 215 pages : illustrations (some color) ; 24 cm. |
| 书目附注： | Includes bibliographical references. |
| 格式化内容附注： | 1 Introduction -- 2. Financial Institutions : A Regulation review through the Risk Measurement prism -- 3. The Traditional Risk measures -- 4. Univariate and Multivariate Distributions -- 5. Extensions for Risk Measures: Univariate and Multivariate Approaches -- 6. Risks Measures and Dynamics -- 7. Markov Switching modelling. |