Hazardous Forecasts and Crisis Scenario Generator
Arnaud Clément-Grandcourt author Hervé Fraysse author
Format:Hardback
Publisher:ISTE Press Ltd - Elsevier Inc
Published:25th Sep '15
Currently unavailable, and unfortunately no date known when it will be back
A scenario generator to help you to manage assets in a crisis-prone period
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.
ISBN: 9781785480287
Dimensions: unknown
Weight: 400g
164 pages