Future Perspectives in Risk Models and Finance

edited by Alain Bensoussan, Dominique Guegan, Charles S. Tapiero

Estimation Theory for Generalized Linear Models -- New Distorsion Risk Measure Based on Bimodal Distributions -- Stress Testing Engineering: Risk Vs Incident -- The Skin In The Game Heuristic for Protection Against Tail Events -- The Fragility Theorem -- Financial Modeling, Memory and Mathematical Systems -- Asset price modeling: from Fractional to Multifractional Processes -- Financial Analytics and A Binomial Pricing Model.

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Year of publication:	2015
Authors:	Bensoussan, Alain
Other Persons:	Guégan, Dominique (ed.) ; Tapiero, Charles S. (ed.)
Publisher:	Cham : Springer
Subject:	Finanzmanagement \| Risikomanagement
Description of contents:	Description [swbplus.bsz-bw.de] ; Description [zbmath.org]

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Extent:	Online-Ressource (XIV, 315 p. 45 illus., 31 illus. in color, online resource)
Series:	International series in operations research & management science ; 211 SpringerLink / Bücher
Type of publication:	Book / Working Paper
Language:	English
Notes:	Includes bibliographical references at the end of each chapters and index Estimation Theory for Generalized Linear ModelsNew Distorsion Risk Measure Based on Bimodal Distributions -- Stress Testing Engineering: Risk Vs Incident -- The Skin In The Game Heuristic for Protection Against Tail Events -- The Fragility Theorem -- Financial Modeling, Memory and Mathematical Systems -- Asset price modeling: from Fractional to Multifractional Processes -- Financial Analytics and A Binomial Pricing Model.
ISBN:	978-3-319-07524-2 ; 978-3-319-07523-5
Other identifiers:	10.1007/978-3-319-07524-2 [DOI]
Source:	ECONIS - Online Catalogue of the ZBW

Persistent link: https://www.econbiz.de/10014017748