Cum să cumpăr
Livrare
Consilier de cumpărături
Extreme Risk Analysis of Dynamic Interdependent Systems
engleză
173 b
30 de zile pentru retur bunuri
Ar putea de asemenea, să te intereseze
/
Carte broșată
463
lei
Over the past decades, risk analysis and risk-based methodologies have been widely and increasingly supporting government agencies and industries in the daily decisionmaking process. Among the various applications of risk analysis, significant attention has been paid to issues such as homeland security and financial modeling. This book addresses the extreme risk analysis of dynamic interdependent systems such as critical infrastructures and sectors of the economy. The application of interdepedent analysis in portfolio risk management is also discussed. An innovative methodology is discussed in this book to utilize the industry-type interdependency matrix to estimate portfolio VaR under extreme conditions. This book provides insights and sheds new lights on extreme risks in interdependent systems and portfolio analytics. It should be valuable to professionals in risk analysis, homeland security, and portfolio risk management.
Informații despre carte
engleză
