Hazardous forecasts and crisis scenario generator /

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) an...

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Bibliographic Details
Main Authors: Clément-Grandcourt, Arnaud (Author), Fraysse, Hervé (Author)
Corporate Author: ScienceDirect (Online service)
Format: eBook
Language:English
Published: London : Kidlington, Oxford : ISTE Press Ltd ; Elsevier Inc, 2015.
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Call Number: HB3730 .C54 2015eb
 
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HB3730 .C54 2015eb Available