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BOOK EXCERPT:
Risk measures play a vital role in many subfields of economics and finance. It has been proposed that risk measures could be analysed in relation to the performance of variables extracted from empirical real-world data. For example, risk measures may help inform effective monetary and fiscal policies and, therefore, the further development of pricing models for financial assets such as equities, bonds, currencies, and derivative securities.A Special Issue of “Risk Measures with Applications in Finance and Economics” will be devoted to advancements in the mathematical and statistical development of risk measures with applications in finance and economics. This Special Issue will bring together the theory, practice and real-world applications of risk measures. This book is a collection of papers published in the Special Issue of “Risk Measures with Applications in Finance and Economics” for Sustainability in 2018.
Product Details :
Genre |
: Business & Economics |
Author |
: Michael McAleer |
Publisher |
: MDPI |
Release |
: 2019-07-23 |
File |
: 536 Pages |
ISBN-13 |
: 9783038974437 |
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BOOK EXCERPT:
Drawing from many sources in the literature, Stochastic Dominance and Applications to Finance, Risk and Economics illustrates how stochastic dominance (SD) can be used as a method for risk assessment in decision making. It provides basic background on SD for various areas of applications. Useful Concepts and Techniques for Economics ApplicationsThe
Product Details :
Genre |
: Business & Economics |
Author |
: Songsak Sriboonchita |
Publisher |
: CRC Press |
Release |
: 2009-10-19 |
File |
: 456 Pages |
ISBN-13 |
: 9781420082678 |
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BOOK EXCERPT:
Risk measures play a vital role in many subfields of economics and finance. It has been proposed that risk measures could be analysed in relation to the performance of variables extracted from empirical real-world data. For example, risk measures may help inform effective monetary and fiscal policies and, therefore, the further development of pricing models for financial assets such as equities, bonds, currencies, and derivative securities.false,A Special Issue of “Risk Measures with Applications in Finance and Economics” will be devoted to advancements in the mathematical and statistical development of risk measures with applications in finance and economics. This Special Issue will bring together the theory, practice and real-world applications of risk measures. This book is a collection of papers published in the Special Issue of “Risk Measures with Applications in Finance and Economics” for Sustainability in 2018.
Product Details :
Genre |
: Finance |
Author |
: Michael McAleer |
Publisher |
: |
Release |
: 2019 |
File |
: 536 Pages |
ISBN-13 |
: 3038974447 |
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BOOK EXCERPT:
In today’s financial market, portfolio and risk management are facing an array of challenges. This is due to increasing levels of knowledge and data that are being made available that have caused a multitude of different investment models to be explored and implemented. Professionals and researchers in this field are in need of up-to-date research that analyzes these contemporary models of practice and keeps pace with the advancements being made within financial risk modelling and portfolio control. Recent Applications of Financial Risk Modelling and Portfolio Management is a pivotal reference source that provides vital research on the use of modern data analysis as well as quantitative methods for developing successful portfolio and risk management techniques. While highlighting topics such as credit scoring, investment strategies, and budgeting, this publication explores diverse models for achieving investment goals as well as improving upon traditional financial modelling methods. This book is ideally designed for researchers, financial analysts, executives, practitioners, policymakers, academicians, and students seeking current research on contemporary risk management strategies in the financial sector.
Product Details :
Genre |
: Business & Economics |
Author |
: Škrinjari?, Tihana |
Publisher |
: IGI Global |
Release |
: 2020-09-25 |
File |
: 432 Pages |
ISBN-13 |
: 9781799850847 |
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BOOK EXCERPT:
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.
Product Details :
Genre |
: Business & Economics |
Author |
: Dominique Guégan |
Publisher |
: Springer |
Release |
: 2019-03-22 |
File |
: 225 Pages |
ISBN-13 |
: 9783030026806 |
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BOOK EXCERPT:
This is an open access book. 2022 International Conference on Mathematical Statistics and Economic Analysis(MSEA 2022) will be held in Dalian, China from May 27 to 29, 2022. Based on probability theory, mathematical statistics studies the statistical regularity of a large number of random phenomena, and infers and forecasts the whole. Economic development is very important to people's life and the country. Through data statistics and analysis, we can quickly understand the law of economic development. This conference combines mathematical statistics and economic analysis for the first time to explore the relationship between them, so as to provide a platform for experts and scholars in the field of mathematical statistics and economic analysis to exchange and discuss.
Product Details :
Genre |
: Mathematics |
Author |
: Gaikar Vilas Bhau |
Publisher |
: Springer Nature |
Release |
: 2022-12-22 |
File |
: 1514 Pages |
ISBN-13 |
: 9789464630428 |
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BOOK EXCERPT:
This book provides an introduction to the statistical software R and its application with an empirical approach in finance and economics. It is specifically targeted towards undergraduate and graduate students. It provides beginner-level introduction to R using RStudio and reproducible research examples. It will enable students to use R for data cleaning, data visualization and quantitative model building using statistical methods like linear regression, econometrics (GARCH etc), Copulas, etc. Moreover, the book demonstrates latest research methods with applications featuring linear regression, quantile regression, panel regression, econometrics, dependence modelling, etc. using a range of data sets and examples.
Product Details :
Genre |
: Business & Economics |
Author |
: Abhay Kumar Singh |
Publisher |
: World Scientific Publishing Company |
Release |
: 2016-12-14 |
File |
: 264 Pages |
ISBN-13 |
: 9789813144484 |
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BOOK EXCERPT:
Explore how market valuation must abandon linearity to deliver efficient resource allocation.
Product Details :
Genre |
: Mathematics |
Author |
: Dilip B. Madan |
Publisher |
: Cambridge University Press |
Release |
: 2022-02-03 |
File |
: 283 Pages |
ISBN-13 |
: 9781316518090 |
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BOOK EXCERPT:
This book studies the measurement and the determinants of systemic risk, paying special attention to the role of the Credit Default Swaps (CDSs) either as financial instruments containing valuable information about the soundness of the reference institutions or as a market whose distress contributes to potential systemic shocks on the economy. The measurement of systemic risk is addressed from two perspectives, aggregate and individual contribution to systemic risk where the former refers to the level of systemic risk in the overall economy and the latter to the individual contribution of each financial institution to the overall systemic risk. The analysis of the determinants of the individual contribution of financial institutions to systemic risk focuses on the effect of their portfolio holdings of derivatives. Finally, this thesis studies the liquidity commonalities and their determinants in the corporate CDS worldwide markets. The main participants in these markets are systemically important financial institutions (SIFIs) and so abrupt changes in the market liquidity could cause systemic shocks on the overall economy and, as a consequence, could have adverse effects on global stability.
Product Details :
Genre |
: |
Author |
: María Rodríguez-Moreno |
Publisher |
: Ed. Universidad de Cantabria |
Release |
: 2016-01-08 |
File |
: 76 Pages |
ISBN-13 |
: 9788486116958 |
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BOOK EXCERPT:
This book constitutes the refereed joint proceedings of seven workshops on evolutionary computing, EvoWorkshops 2007, held in Valencia, Spain in April 2007. It examines evolutionary computation in communications, networks, and connected systems; finance and economics; image analysis and signal processing; and transportation and logistics. Coverage also details evolutionary algorithms in stochastic and dynamic environments.
Product Details :
Genre |
: Computers |
Author |
: Mario Giacobini |
Publisher |
: Springer |
Release |
: 2007-06-21 |
File |
: 775 Pages |
ISBN-13 |
: 9783540718055 |