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Future Perspectives in Risk Models and Finance (Record no. 412203)
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| 000 -Маркер записи | |
|---|---|
| Контрольное поле постоянной длины | 05392nam a22005415i 4500 |
| 001 - Контрольный номер | |
| Контрольное поле | vtls000557384 |
| 005 - Дата корректировки | |
| Контрольное поле | 20210922085314.0 |
| 007 - Кодируемые данные (физ. описан.) | |
| Контрольное поле постоянной длины | cr nn 008mamaa |
| 008 - Кодируемые данные | |
| Контрольное поле постоянной длины | 170212s2015 gw | s |||| 0|eng d |
| 020 ## - Индекс ISBN | |
| ISBN | 9783319075242 |
| -- | 978-3-319-07524-2 |
| 024 7# - Прочие стандартные номера | |
| Стандартный номер | 10.1007/978-3-319-07524-2 |
| Источник номера | doi |
| 035 ## - Системный контрольный номер | |
| Системный контрольный номер | to000557384 |
| 040 ## - Источник каталогиз. | |
| Служба первич. каталог. | Springer |
| Служба, преобразующая запись | Springer |
| Организация, изменившая запись | RU-ToGU |
| 050 #4 - Расстановочный код библ. Конгресса | |
| Классификационный индекс | HD30.23 |
| 072 #7 - Код предметной/темат. категории | |
| Код предметной/темат. категории | KJT |
| Источник кода | bicssc |
| 072 #7 - Код предметной/темат. категории | |
| Код предметной/темат. категории | KJMD |
| Источник кода | bicssc |
| 072 #7 - Код предметной/темат. категории | |
| Код предметной/темат. категории | BUS049000 |
| Источник кода | bisacsh |
| 082 04 - Индекс Дьюи | |
| Индекс Дьюи | 658.40301 |
| Номер издания | 23 |
| 245 10 - Заглавие | |
| Заглавие | Future Perspectives in Risk Models and Finance |
| Физический носитель | electronic resource |
| Ответственность | edited by Alain Bensoussan, Dominique Guegan, Charles S. Tapiero. |
| 260 ## - Выходные данные | |
| Место издания | Cham : |
| Издательство | Springer International Publishing : |
| -- | Imprint: Springer, |
| Дата издания | 2015. |
| 300 ## - Физическое описание | |
| Объем | XIV, 315 p. 45 illus., 31 illus. in color. |
| Иллюстрации/тип воспроизводства | online resource. |
| 336 ## - Тип содержимого | |
| Тип содержимого | text |
| Content type code | txt |
| Source | rdacontent |
| 337 ## - Средство доступа | |
| Средство доступа | computer |
| Media type code | c |
| Source | rdamedia |
| 338 ## - Тип носителя | |
| Тип носителя | online resource |
| Carrier type code | cr |
| Source | rdacarrier |
| 490 1# - Серия | |
| Заглавие серии | International Series in Operations Research & Management Science, |
| ISSN серии | 0884-8289 ; |
| № тома | 211 |
| 505 0# - Примечание о содержании | |
| Содержание | Estimation Theory for Generalized Linear Models -- New Distorsion Risk Measure Based on Bimodal Distributions -- Stress Testing Engineering: Risk Vs Incident -- The Skin In The Game Heuristic for Protection Against Tail Events -- The Fragility Theorem -- Financial Modeling, Memory and Mathematical Systems -- Asset price modeling: from Fractional to Multifractional Processes -- Financial Analytics and A Binomial Pricing Model. |
| 520 ## - Аннотация | |
| Аннотация | This book provides a perspective on a number of approaches to financial modelling and risk management. It examines both theoretical and practical issues. Theoretically, financial risks models are models of a real and a financial “uncertainty”, based on both common and private information and economic theories defining the rules that financial markets comply to. Financial models are thus challenged by their definitions and by a changing financial system fueled by globalization, technology growth, complexity, regulation and the many factors that contribute to rendering financial processes to be continuously questioned and re-assessed. The underlying mathematical foundations of financial risks models provide future guidelines for risk modeling. The book’s chapters provide selective insights and developments that can contribute to better understand the complexity of financial modelling and its ability to bridge financial theories and their practice. Future Perspectives in Risk Models and Finance begins with an extensive outline by Alain Bensoussan et al. of GLM estimation techniques combined with proofs of fundamental results. Applications to static and dynamic models provide a unified approach to the estimation of nonlinear risk models. A second section is concerned with the definition of risks and their management. In particular, Guegan and Hassani review a number of risk models definition emphasizing the importance of bi-modal distributions for financial regulation. An additional chapter provides a review of stress testing and their implications. Nassim Taleb, and Sandis provide an anti-fragility approach based on “skin in the game”. To conclude, Raphael Douady discusses the noncyclical CAR (Capital Adequacy Rule) and their effects of aversion of systemic risks. A third section emphasizes analytic financial modelling approaches and techniques. Tapiero and Vallois provide an overview of mathematical systems and their use in financial modeling. These systems span the fundamental Arrow-Debreu framework underlying financial models of complete markets and subsequently, mathematical systems departing from this framework but yet generalizing their approach to dynamic financial models. Explicitly, models based on fractional calculus, on persistence (short memory) and on entropy-based non-extensiveness. Applications of these models are used to define a modeling approach to incomplete financial models and their potential use as a “measure of incompleteness”. Subsequently Bianchi and Pianese provide an extensive overview of multi-fractional models and their important applications to Asset price modeling. Finally, Tapiero and Jinquyi consider the binomial pricing model by discussing the effects of memory on the pricing of asset prices. |
| 650 #0 - Тематические рубрики | |
| Основная рубрика | business. |
| 9 (RLIN) | 366240 |
| 650 #0 - Тематические рубрики | |
| Основная рубрика | Operations research. |
| 9 (RLIN) | 303058 |
| 650 #0 - Тематические рубрики | |
| Основная рубрика | Decision making. |
| 9 (RLIN) | 294514 |
| 650 #0 - Тематические рубрики | |
| Основная рубрика | Economics, Mathematical. |
| 9 (RLIN) | 304111 |
| 650 #0 - Тематические рубрики | |
| Основная рубрика | Macroeconomics. |
| 9 (RLIN) | 134212 |
| 650 14 - Тематические рубрики | |
| Основная рубрика | Business and Management. |
| 9 (RLIN) | 459956 |
| 650 24 - Тематические рубрики | |
| Основная рубрика | Operation Research/Decision Theory. |
| 9 (RLIN) | 411428 |
| 650 24 - Тематические рубрики | |
| Основная рубрика | Quantitative Finance. |
| 9 (RLIN) | 304891 |
| 650 24 - Тематические рубрики | |
| Основная рубрика | Macroeconomics/Monetary Economics//Financial Economics. |
| 9 (RLIN) | 461499 |
| 700 1# - Другие авторы | |
| Другие авторы | Bensoussan, Alain. |
| Роль лиц | editor. |
| 9 (RLIN) | 311036 |
| 700 1# - Другие авторы | |
| Другие авторы | Guegan, Dominique. |
| Роль лиц | editor. |
| 9 (RLIN) | 462564 |
| 700 1# - Другие авторы | |
| Другие авторы | Tapiero, Charles S. |
| Роль лиц | editor. |
| 9 (RLIN) | 309153 |
| 710 2# - Другие организации | |
| Организация/юрисдикция | SpringerLink (Online service) |
| 9 (RLIN) | 143950 |
| 773 0# - Источник информации | |
| Название источника | Springer eBooks |
| 830 #0 - Заголовок добавочной библ.записи на серию — унифицированное заглавие | |
| Унифицированное заглавие | International Series in Operations Research & Management Science, |
| 9 (RLIN) | 303329 |
| 856 40 - Электронный адрес документа | |
| URL | <a href="http://dx.doi.org/10.1007/978-3-319-07524-2">http://dx.doi.org/10.1007/978-3-319-07524-2</a> |
| 912 ## - Coursera for Campus: онлайн курсы для ТГУ | |
| Coursera for Campus: онлайн курсы для ТГУ | ZDB-2-SBE |
| 999 ## - Системные контрольные номера (Koha) | |
| biblionumber (Koha) | 412203 |
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