Future perspectives in risk models and finance / Alain Bensoussan, Dominique Guegan, Charles S. Tapiero, editors.

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Future perspectives in risk models and finance / Alain Bensoussan, Dominique Guegan, Charles S. Tapiero, editors.

9783319075242 (electronic book)
3319075241 (electronic book)
9783319075235
3319075233

Cham : Springer, [2014]

©2015

English

1 online resource (329 pages) : illustrations.

HG173

332.0 23

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 emphasis on the importance of bi-modal distributions for financial regulation. Chapters also cover the implications of stress testing and the noncyclical CAR (Capital Adequacy Rule).

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International series in operations research & management science ; 211.

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