Risk Quantification and Allocation Methods for Practitioners
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.
Keywordsrisk quantification; allocation methods; risk management
PublisherAmsterdam University Press
Publication date and place2017
SeriesAtlantis Studies in Computational Finance and Financial Engineering,
Business & management
Mathematical & statistical software