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Author : Rudiger Frey,Paul Embrechts
Publisher : Unknown
Page : 128 pages
File Size : 55,7 Mb
Release : 2010
Category : Electronic
ISBN : OCLC:741250646
Author : Thomas S. Coleman
Publisher : John Wiley & Sons
Page : 581 pages
File Size : 50,9 Mb
Release : 2012-03-20
Category : Business & Economics
ISBN : 9781118235935
State of the art risk management techniques and practices—supplemented with interactive analytics All too often risk management books focus on risk measurement details without taking a broader view. Quantitative Risk Management delivers a synthesis of common sense management together with the cutting-edge tools of modern theory. This book presents a road map for tactical and strategic decision making designed to control risk and capitalize on opportunities. Most provocatively it challenges the conventional wisdom that "risk management" is or ever should be delegated to a separate department. Good managers have always known that managing risk is central to a financial firm and must be the responsibility of anyone who contributes to the profit of the firm. A guide to risk management for financial firms and managers in the post-crisis world, Quantitative Risk Management updates the techniques and tools used to measure and monitor risk. These are often mathematical and specialized, but the ideas are simple. The book starts with how we think about risk and uncertainty, then turns to a practical explanation of how risk is measured in today's complex financial markets. Covers everything from risk measures, probability, and regulatory issues to portfolio risk analytics and reporting Includes interactive graphs and computer code for portfolio risk and analytics Explains why tactical and strategic decisions must be made at every level of the firm and portfolio Providing the models, tools, and techniques firms need to build the best risk management practices, Quantitative Risk Management is an essential volume from an experienced manager and quantitative analyst.
Author : Amarjit Singh
Publisher : ASCE Press
Page : 0 pages
File Size : 52,8 Mb
Release : 2017
Category : Construction industry
ISBN : 0784414637
Singh introduces valuable techniques for weighing and evaluating alternatives in decision making with a focus on risk analysis for identifying, quantifying, and mitigating risks associated with construction projects.
Author : Terje Aven
Publisher : Cambridge University Press
Page : 225 pages
File Size : 51,9 Mb
Release : 2011-03-03
Category : Mathematics
ISBN : 9781139496438
Quantitative risk assessments cannot eliminate risk, nor can they resolve trade-offs. They can, however, guide principled risk management and reduction - if the quality of assessment is high and decision makers understand how to use it. This book builds a unifying scientific framework for discussing and evaluating the quality of risk assessments and whether they are fit for purpose. Uncertainty is a central topic. In practice, uncertainties about inputs are rarely reflected in assessments, with the result that many safety measures are considered unjustified. Other topics include the meaning of a probability, the use of probability models, the use of Bayesian ideas and techniques, and the use of risk assessment in a practical decision-making context. Written for professionals, as well as graduate students and researchers, the book assumes basic probability, statistics and risk assessment methods. Examples make concepts concrete, and three extended case studies show the scientific framework in action.
Author : David Vose
Publisher : John Wiley & Sons
Page : 754 pages
File Size : 47,8 Mb
Release : 2008-04-28
Category : Business & Economics
ISBN : 9780470512845
Risk Analysis concerns itself with the quantification of risk, the modeling of identified risks and how to make decisions from those models. Quantitative risk analysis (QRA) using Monte Carlo simulation offers a powerful and precise method for dealing with the uncertainty and variability of a problem. By providing the building blocks the author guides the reader through the necessary steps to produce an accurate risk analysis model and offers general and specific techniques to cope with most modeling problems. A wide range of solved problems is used to illustrate these techniques and how they can be used together to solve otherwise complex problems.
Author : Anonim
Publisher : John Wiley & Sons
Page : 2163 pages
File Size : 42,8 Mb
Release : 2008-09-02
Category : Mathematics
ISBN : 9780470035498
Leading the way in this field, the Encyclopedia of Quantitative Risk Analysis and Assessment is the first publication to offer a modern, comprehensive and in-depth resource to the huge variety of disciplines involved. A truly international work, its coverage ranges across risk issues pertinent to life scientists, engineers, policy makers, healthcare professionals, the finance industry, the military and practising statisticians. Drawing on the expertise of world-renowned authors and editors in this field this title provides up-to-date material on drug safety, investment theory, public policy applications, transportation safety, public perception of risk, epidemiological risk, national defence and security, critical infrastructure, and program management. This major publication is easily accessible for all those involved in the field of risk assessment and analysis. For ease-of-use it is available in print and online.
Author : Mary R. Hardy,David Saunders
Publisher : Cambridge University Press
Page : 689 pages
File Size : 42,9 Mb
Release : 2022-05-05
Category : Business & Economics
ISBN : 9781009098465
This relevant, readable text integrates quantitative and qualitative approaches, connecting key mathematical tools to real-world challenges.
Author : M. Rasmussen
Publisher : Springer
Page : 453 pages
File Size : 46,7 Mb
Release : 2002-12-13
Category : Business & Economics
ISBN : 9780230512856
Targeted towards institutional asset managers in general and chief investment officers, portfolio managers and risk managers in particular, this practical book serves as a comprehensive guide to quantitative portfolio optimization, asset allocation and risk management. Providing an accessible yet rigorous approach to investment management, it gradually introduces ever more advanced quantitative tools for these areas. Using extensive examples, this book guides the reader from basic return and risk analysis, all the way through to portfolio optimization and risk characterization, and finally on to fully fledged quantitative asset allocation and risk management. It employs such tools as enhanced modern portfolio theory using Monte Carlo simulation and advanced return distribution analysis, analysis of marginal contributions to absolute and active portfolio risk, Value-at-Risk and Extreme Value Theory. All this is performed within the same conceptual, theoretical and empirical framework, providing a self-contained, comprehensive reading experience with a strongly practical aim.
Author : Nasim Uddin,Alfredo Hua-Sing Ang
Publisher : Amer Society of Civil Engineers
Page : 87 pages
File Size : 43,5 Mb
Release : 2011
Category : Technology & Engineering
ISBN : 0784411530
CDRM 5 explains the the practical aspects of using quantitative risk assessment (QRA) to develop optimal engineering designs that mitigate the effects of natural hazards, especially on civil infrastructure.
Author : Constantin Zopounidis,Emilios Galariotis
Publisher : John Wiley & Sons
Page : 455 pages
File Size : 54,7 Mb
Release : 2015-05-18
Category : Business & Economics
ISBN : 9781118738184
A Comprehensive Guide to Quantitative Financial Risk Management Written by an international team of experts in the field, Quantitative Financial Risk Management: Theory and Practice provides an invaluable guide to the most recent and innovative research on the topics of financial risk management, portfolio management, credit risk modeling, and worldwide financial markets. This comprehensive text reviews the tools and concepts of financial management that draw on the practices of economics, accounting, statistics, econometrics, mathematics, stochastic processes, and computer science and technology. Using the information found in Quantitative Financial Risk Management can help professionals to better manage, monitor, and measure risk, especially in today's uncertain world of globalization, market volatility, and geo-political crisis. Quantitative Financial Risk Management delivers the information, tools, techniques, and most current research in the critical field of risk management. This text offers an essential guide for quantitative analysts, financial professionals, and academic scholars.
Author : Alexander J. McNeil,Rüdiger Frey,Paul Embrechts
Publisher : Princeton University Press
Page : 720 pages
File Size : 51,8 Mb
Release : 2015-05-26
Category : Business & Economics
ISBN : 9781400866281
This book provides the most comprehensive treatment of the theoretical concepts and modelling techniques of quantitative risk management. Whether you are a financial risk analyst, actuary, regulator or student of quantitative finance, Quantitative Risk Management gives you the practical tools you need to solve real-world problems. Describing the latest advances in the field, Quantitative Risk Management covers the methods for market, credit and operational risk modelling. It places standard industry approaches on a more formal footing and explores key concepts such as loss distributions, risk measures and risk aggregation and allocation principles. The book's methodology draws on diverse quantitative disciplines, from mathematical finance and statistics to econometrics and actuarial mathematics. A primary theme throughout is the need to satisfactorily address extreme outcomes and the dependence of key risk drivers. Proven in the classroom, the book also covers advanced topics like credit derivatives. Fully revised and expanded to reflect developments in the field since the financial crisis Features shorter chapters to facilitate teaching and learning Provides enhanced coverage of Solvency II and insurance risk management and extended treatment of credit risk, including counterparty credit risk and CDO pricing Includes a new chapter on market risk and new material on risk measures and risk aggregation
Author : Louis Anthony Cox Jr.
Publisher : Springer Science & Business Media
Page : 363 pages
File Size : 45,8 Mb
Release : 2006-03-17
Category : Medical
ISBN : 9780387261188
This book grew out of an effort to salvage a potentially useful idea for greatly simplifying traditional quantitative risk assessments of the human health consequences of using antibiotics in food animals. In 2001, the United States FDA’s Center for Veterinary Medicine (CVM) (FDA-CVM, 2001) published a risk assessment model for potential adverse human health consequences of using a certain class of antibiotics, fluoroquinolones, to treat flocks of chickens with fatal respiratory disease caused by infectious bacteria. CVM’s concern was that fluoroquinolones are also used in human medicine, raising the possibility that fluoroquinolone-resistant strains of bacteria selected by use of fluoroquinolones in chickens might infect humans and then prove resistant to treatment with human medicines in the same class of antibiotics, such as ciprofloxacin. As a foundation for its risk assessment model, CVM proposed a dramatically simple approach that skipped many of the steps in traditional risk assessment. The basic idea was to assume that human health risks were directly proportional to some suitably defined exposure metric. In symbols: Risk = K × Exposure, where “Exposure” would be defined in terms of a metric such as total production of chicken contaminated with fluoroquinolone-resistant bacteria that might cause human illnesses, and “Risk” would describe the expected number of cases per year of human illness due to fluoroquinolone-resistant bacterial infections caused by chicken and treated with fluoroquinolones.
Author : CCPS (Center for Chemical Process Safety)
Publisher : John Wiley & Sons
Page : 784 pages
File Size : 50,6 Mb
Release : 2010-08-27
Category : Technology & Engineering
ISBN : 9780470935415
Chemical process quantitative risk analysis (CPQRA) as applied to the CPI was first fully described in the first edition of this CCPS Guidelines book. This second edition is packed with information reflecting advances in this evolving methodology, and includes worked examples on a CD-ROM. CPQRA is used to identify incident scenarios and evaluate their risk by defining the probability of failure, the various consequences and the potential impact of those consequences. It is an invaluable methodology to evaluate these when qualitative analysis cannot provide adequate understanding and when more information is needed for risk management. This technique provides a means to evaluate acute hazards and alternative risk reduction strategies, and identify areas for cost-effective risk reduction. There are no simple answers when complex issues are concerned, but CPQRA2 offers a cogent, well-illustrated guide to applying these risk-analysis techniques, particularly to risk control studies. Special Details: Includes CD-ROM with example problems worked using Excel and Quattro Pro. For use with Windows 95, 98, and NT.
Author : Ganapathy Ramachandran,David Charters
Publisher : Routledge
Page : 441 pages
File Size : 43,7 Mb
Release : 2011-02-25
Category : Architecture
ISBN : 9781135818388
Fire safety regulations in many countries require Fire Risk Assessment to be carried out for buildings such as workplaces and houses in multiple occupation. This duty is imposed on a "Responsible Person" and also on any other persons having control of buildings in compliance with the requirements specified in the regulations. Although regulations only require a qualitative assessment of fire risk, a quantitative assessment is an essential first step for performing cost-benefit analysis of alternative fire strategies to comply with the regulations and selecting the most cost-effective strategy. To facilitate this assessment, various qualitative, semi-quantitative and quantitative techniques of fire risk assessment, already developed, are critically reviewed in this book and some improvements are suggested. This book is intended to be an expanded version of Part 7: Probabilistic risk assessment, 2003, a Published Document (PD) to British Standard BS 7974: 2001 on the Application of Fire Safety Engineering Principles to the Design of Buildings. Ganapathy Ramachandran and David Charters were co-authors of PD 7974 Part 7. Quantitative Risk Assessment in Fire Safety is essential reading for consultants, academics, fire safety engineers, fire officers, building control officers and students in fire safety engineering. It also provides useful tools for fire protection economists and risk management professionals, including those involved in fire insurance underwriting.
Author : William H. Hallenbeck
Publisher : CRC Press
Page : 207 pages
File Size : 43,9 Mb
Release : 2018-12-20
Category : Technology & Engineering
ISBN : 9781351093064
Many individuals and groups need a usable treatment of the methodology required to assess the human health risks caused by toxicant exposure. This need is shared by industrial hygienists, environmental, occupational and public health professionals, toxicologists, epidemiologists, labor unions, attorneys, regulatory officials, and manufacturers and users of chemicals. The reader needs only a basic knowledge of biology adn algebra in order to utilize the methodology presented. In addition, a basic knowledge of toxicology, epidemiology, and statistics is derisrable for a full understanding of some aspects of risk assessment. Sophisticated computer programs are not required. All the computations can be carried out with a pocked calculator.