Bayesian Risk Management

Bayesian Risk Management: A Guide to Model Risk and Sequential Learning in Financial Markets

Bayesian Risk Management: A Guide to Model Risk and Sequential Learning in Financial Markets (Wiley Finance) by Matt Sekerke
2015 | ISBN: 1118708601 | English | 240 pages | PDF | 7 MB

Scenario Analysis in Risk Management: Theory and Practice in Finance  eBooks & eLearning

Posted by interes at Nov. 20, 2016
Scenario Analysis in Risk Management: Theory and Practice in Finance

Scenario Analysis in Risk Management: Theory and Practice in Finance by Bertrand Hassani
English | 2016 | ISBN: 331925054X | 162 pages | PDF | 4 MB
Financial Risk Management with Bayesian Estimation of GARCH Models: Theory and Applications (Repost)

David Ardia, "Financial Risk Management with Bayesian Estimation of GARCH Models: Theory and Applications"
2008 | pages: 204 | ISBN: 3540786562 | PDF | 7,4 mb
The Economist (Intelligence Unit) - Holistic Risk Management (2015)

The Economist (Intelligence Unit) - Holistic Risk Management (2015)
English | 11 pages | True PDF | 4.33 Mb
Financial Risk Management with Bayesian Estimation of GARCH Models: Theory and Applications [Repost]

Financial Risk Management with Bayesian Estimation of GARCH Models: Theory and Applications By Dr. David Ardia
English | Springer (2008) | ISBN-10: 3540786562 | 206 pages | ُPDF | 7.40 MB

This book presents methodologies for the Bayesian estimation of GARCH models and their application to financial risk management. The study of these models from a Bayesian viewpoint is relatively recent and can be considered very promising due to the advantages of the Bayesian approach, in particular the possibility of obtaining small-sample results and integrating these results in a formal decision model. The first two chapters introduce the work and give an overview of the Bayesian paradigm for inference. The next three chapters describe the estimation of the GARCH model with Normal innovations and the linear regression models with conditionally Normal and Student-t-GJR errors. The sixth chapter shows how agents facing different risk perspectives can select their optimal Value at Risk Bayesian point estimate and documents that the differences between individuals can be substantial in terms of regulatory capital. The last chapter proposes the estimation of a Markov-switching GJR model.

Simulation Techniques in Financial Risk Management  eBooks & eLearning

Posted by interes at May 10, 2015
Simulation Techniques in Financial Risk Management

Simulation Techniques in Financial Risk Management (Statistics in Practice) by Ngai Hang Chan and Hoi Ying Wong
English | 2015 | ISBN: 1118735811 | 232 pages | PDF | 3 MB

Dynamic risk management with Markov decision processes [Repost]  eBooks & eLearning

Posted by ChrisRedfield at Oct. 4, 2014
Dynamic risk management with Markov decision processes [Repost]

André Philipp Mundt - Dynamic risk management with Markov decision processes
Published: 2008-01-16 | ISBN: 3866442009 | PDF | 150 pages | 3 MB

Advances in Safety, Reliability and Risk Management: ESREL 2011 (repost)  eBooks & eLearning

Posted by libr at Sept. 22, 2014
Advances in Safety, Reliability and Risk Management: ESREL 2011 (repost)

Advances in Safety, Reliability and Risk Management: ESREL 2011 by Christophe Berenguer, Antoine Grall and Carlos Guedes Soares
English | 2011 | ISBN: 0415683793 | 3076 pages | PDF | 5 MB

Financial Risk Management with Bayesian Estimation of GARCH Models (Repost)  eBooks & eLearning

Posted by step778 at June 11, 2014
Financial Risk Management with Bayesian Estimation of GARCH Models (Repost)

David Ardia, "Financial Risk Management with Bayesian Estimation of GARCH Models: Theory and Applications"
2008 | pages: 203 | ISBN: 3540786562 | PDF | 7,4 mb

Advances in Safety, Reliability and Risk Management: ESREL 2011  eBooks & eLearning

Posted by interes at Oct. 24, 2013
Advances in Safety, Reliability and Risk Management: ESREL 2011

Advances in Safety, Reliability and Risk Management: ESREL 2011 by Christophe Berenguer, Antoine Grall and Carlos Guedes Soares
English | 2011 | ISBN: 0415683793 | 3076 pages | PDF | 5 MB

Advances in Safety, Reliability and Risk Management contains the papers presented at the 20th European Safety and Reliability (ESREL 2011) annual conference in Troyes, France, in September 2011.