This is the first dedicated book to be published on computer-aided General Morphological Analysis (GMA) as a non-quantified modelling method. It presents the history and theory of GMA and describes how it is used to develop interactive, non-quantified inference models. Eleven ca…
Efficient and equitable policies for managing disaster risks and adapting to global environmental change are critically dependent on development of robust options supported by integrated modeling. The book is based on research and state-of-the art models developed at IIASA (Inte…
Liquidity risk has become as important in running the banking business as credit and market risks.Increased systemic and firm specific factors not only make liquidity management and the funding activity more difficult, but add a new dimension to the problem. In the past liquidit…
Introduces a powerful new approach to financial risk modeling with proven strategies for its real-world applications The 2008 credit crisis did much to debunk the much touted powers of Value at Risk (VaR) as a risk metric. Unlike most authors on VaR who focus on what it can do, …
Introduces a powerful new approach to financial risk modeling with proven strategies for its real-world applications The 2008 credit crisis did much to debunk the much touted powers of Value at Risk (VaR) as a risk metric. Unlike most authors on VaR who focus on what it can do, …
Introduces a powerful new approach to financial risk modeling with proven strategies for its real-world applications The 2008 credit crisis did much to debunk the much touted powers of Value at Risk (VaR) as a risk metric. Unlike most authors on VaR who focus on what it can do, …
Essential mathematics for market risk management
Everything you need to know in order to manage risk effectively within your organizationYou cannot afford to ignore the explosion in mathematical finance in your quest to remain competitive. This exciting branch of mathematics has very direct practical implications: when a new m…
"Everything you need to know in order to manage risk effectively within your organizationYou cannot afford to ignore the explosion in mathematical finance in your quest to remain competitive. This exciting branch of mathematics has very direct practical implications: when a new …
"Everything you need to know in order to manage risk effectively within your organizationYou cannot afford to ignore the explosion in mathematical finance in your quest to remain competitive. This exciting branch of mathematics has very direct practical implications: when a new …