Hazardous forecasts and crisis scenario generator /
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) an...
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| Main Authors: | , |
|---|---|
| Format: | Electronic eBook |
| Language: | English |
| Published: |
London : Kidlington, Oxford :
ISTE Press Ltd ; Elsevier Inc,
2015.
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| Subjects: | |
| Online Access: | CONNECT |
