Risk Quantification and Allocation Methods for Practitioners

• Main Author: Belles Sampera, Jaume (auth)
• Other Authors: Guillén, Montserrat (auth), Santolino, Miguel (auth)
• Format: eBook
• Published: Amsterdam University Press 2017
• Subjects: Business & management; Finance; Econometrics; Mathematical & statistical software; risk quantification; allocation methods; risk management
• Online Access: Get fulltext
• Physical Description: 1 electronic resource (181 p.)
• ISBN: 9789462984059
• Access: Open Access

Risk Quantification and Allocation Methods for Practitioners offers a practical approach to risk management in the financial industry. This in-depth study provides quantitative tools to better describe qualitative issues, as well as clear explanations of how to transform recent theoretical developments into computational practice, and key tools for dealing with the issues of risk measurement and capital allocation.