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Books > Business & Economics > Finance & accounting > Finance > Corporate finance
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Risk Measurement - From Quantitative Measures to Management Decisions (Hardcover, 1st ed. 2019)
Loot Price: R2,621
Discovery Miles 26 210
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Risk Measurement - From Quantitative Measures to Management Decisions (Hardcover, 1st ed. 2019)
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This book combines theory and practice to analyze risk measurement
from different points of view. The limitations of a model depend on
the framework on which it has been built as well as specific
assumptions, and risk managers need to be aware of these when
assessing risks. The authors investigate the impact of these
limitations, propose an alternative way of thinking that challenges
traditional assumptions, and also provide novel solutions. Starting
with the traditional Value at Risk (VaR) model and its limitations,
the book discusses concepts like the expected shortfall, the
spectral measure, the use of the spectrum, and the distortion risk
measures from both a univariate and a multivariate perspective.
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