Risk Modeling | Portfolio, Financial Modeling, Market Risk, Value at Risk, Historical Simulation, Extreme Value Theory, Credit Risk

Lambert M. Surhone (u. a.)

ISBN 10: 613049498X / ISBN 13: 9786130494988

Published by OmniScriptum, 2026

About this Item

Risk Modeling | Portfolio, Financial Modeling, Market Risk, Value at Risk, Historical Simulation, Extreme Value Theory, Credit Risk | Lambert M. Surhone (u. a.) | Taschenbuch | Englisch | 2026 | OmniScriptum | EAN 9786130494988 | Verantwortliche Person für die EU: preigu GmbH & Co. KG, Lengericher Landstr. 19, 49078 Osnabrück, mail[at]preigu[dot]de | Anbieter: preigu Print on Demand.

Seller Inventory # 113225057

Bibliographic Details

• Title: Risk Modeling | Portfolio, Financial Modeling, Market Risk, Value at Risk, Historical Simulation, Extreme Value Theory, Credit Risk
• Publisher: OmniScriptum
• Publication Date: 2026
• Language: English
• ISBN 10: 613049498X
• ISBN 13: 9786130494988
• Binding: Taschenbuch
• Condition: Neu
• Dimensions: 220W x 150H x 8D millimeters 220 millimeters width by 150 millimeters height by 8 millimeters depth
• Weight: 215 grams
• Seller catalogs:
  • Bücher

About this title

Synopsis

Please note that the content of this book primarily consists of articles available from Wikipedia or other free sources online. Risk modeling refers to the use of formal econometric techniques to determine the aggregate risk in a financial portfolio. Risk modeling is one of many subtasks within the broader area of financial modeling. Risk modeling uses a variety of techniques including market risk, Value-at-Risk (VaR), Historical Simulation (HS), or Extreme Value Theory (EVT) in order to analyze a portfolio and make forecasts of the likely losses that would be incurred for a variety of risks. Such risks are typically grouped into credit risk, liquidity risk, interest rate risk, and operational risk categories. Many large financial intermediary firms use risk modeling to help portfolio managers assess the amount of capital reserves to maintain, and to help guide their purchases and sales of various classes of financial assets.