Hazardous Forecasts and Crisis Scenario Generator - Hardcover

Clément-Grandcourt, Arnaud; Fraysse, Hervé

 
9781785480287: Hazardous Forecasts and Crisis Scenario Generator

Synopsis

This book presents a crisis scenario generator with black swans, black butterflies and worst case scenarios. It is the most useful scenario generator that can be used to manage assets in a crisis-prone period, offering more reliable values for Value at Risk (VaR), Conditional Value at Risk (CVaR) and Tail Value at Risk (TVaR).

Hazardous Forecasts and Crisis Scenario Generator questions how to manage assets when crisis probability increases, enabling you to adopt a process for using generators in order to be well prepared for handling crises.

  • Evaluates risk-oriented philosophy, forecast risk-oriented philosophy and its processes
  • Features scenario-building processes, with an emphasis on main and extreme scenarios
  • Discusses asset management processes using a generator methodology to avoid risk understatement and increase optimization.

"synopsis" may belong to another edition of this title.

Other Popular Editions of the Same Title

9781848217638: Hazardous Forecasts and Crisis Scenario Generator

Featured Edition

ISBN 10:  1848217633 ISBN 13:  9781848217638
Publisher: Wiley-ISTE, 2015
Hardcover