Intro -- Title Page -- Table of Contents -- List of Contributors -- Preface -- Acknowledgements -- Part I: Fundamental Ideas, Principles and Approaches -- 1 Risk Assessment with Broad Uncertainty and Knowledge Characterisation -- 1.1 Introduction -- 1.2 The Case Study -- 1.3 Planning of the Risk...

Cover -- Title Page -- Copyright -- Contents -- About the Editor -- About the Contributors -- Chapter 1 Introduction -- 1.1 Extremes -- 1.2 History -- 1.3 Extreme value theory -- 1.4 Statistical estimation of extremes -- 1.5 Applications in finance -- 1.6 Practitioners' points of view -- 1.7 A...

Bayesian Methods in Finance provides a detailed overview of the theory of Bayesian methods and explains their real-world applications to financial modeling. While the principles and concepts explained throughout the book can be used in financial modeling and decision making in general, the...

Portfolio risk forecasting has been and continues to be an active research field for both academics and practitioners. Almost all institutional investment management firms use quantitative models for their portfolio forecasting, and researchers have explored models' econometric foundations,...

This book critically analyses the extensive forms of societal regulatory requirements using forms of Accounting Control, particularly those that are exerted over public sector organisations and the strategies of Controlling Accounting that are used by these organisations to minimise the effects...

The recent crisis has spurred the use of stress tests as a (crisis) management and early warning tool. However, a weakness is that they omit potential risks embedded in the banking groups' geographical structures by assuming that capital and liquidity are available wherever they are needed...

Intro -- Contents -- I. INTRODUCTION -- II. THE BASIC MODEL SETTING -- III. MODEL 1: A SIMPLE MODEL WITH NON-RANDOM DEFAULT PROBABILITIES -- IV. INTRODUCING THE POISSON APPROXIMATION -- V. MODEL 2: THE MODEL WITH KNOWN PROBABILITIES REVISITED -- VI. MODEL 3: THE MODEL WITH RANDOM DEFAULT...

This book is intended for those who want to learn how to use R's capabilities to build models in quantitative finance at a more advanced level. If you wish to perfectly take up the rhythm of the chapters, you need to be at an intermediate level in quantitative finance and you also need to have a...

Accident investigation and risk assessment have for decades focused on the human factor, most notably in the form of "human error". Countless books and papers have been written about how to identify, classify, eliminate, prevent and compensate for "human error". This preoccupation with failure...

* 'essential reading for all those who want to add value and reduce uncertainty in their development and construction projects' - Peter Rogers, Chairman, Strategic Forum for Construction 'I feel that this book is so important .it is very well written in a clear and concise prose. Even...