Risk Modeling, Assessment, and Management

2011-09-20 Technology & Engineering

Author : Yacov Y. Haimes
Release : 2011-09-20
Genre : Technology & Engineering
Kind : eBook
Book Rating : 921/5 ( reviews)

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Book Synopsis Risk Modeling, Assessment, and Management by : Yacov Y. Haimes

Download or read book Risk Modeling, Assessment, and Management written by Yacov Y. Haimes. This book was released on 2011-09-20. Available in PDF, EPUB and Kindle. Book excerpt: Examines timely multidisciplinary applications, problems, and case histories in risk modeling, assessment, and management Risk Modeling, Assessment, and Management, Third Edition describes the state of the art of risk analysis, a rapidly growing field with important applications in engineering, science, manufacturing, business, homeland security, management, and public policy. Unlike any other text on the subject, this definitive work applies the art and science of risk analysis to current and emergent engineering and socioeconomic problems. It clearly demonstrates how to quantify risk and construct probabilities for real-world decision-making problems, including a host of institutional, organizational, and political issues. Avoiding higher mathematics whenever possible, this important new edition presents basic concepts as well as advanced material. It incorporates numerous examples and case studies to illustrate the analytical methods under discussion and features restructured and updated chapters, as well as: A new chapter applying systems-driven and risk-based analysis to a variety of Homeland Security issues An accompanying FTP site—developed with Professor Joost Santos—that offers 150 example problems with an Instructor's Solution Manual and case studies from a variety of journals Case studies on the 9/11 attack and Hurricane Katrina An adaptive multiplayer Hierarchical Holographic Modeling (HHM) game added to Chapter Three This is an indispensable resource for academic, industry, and government professionals in such diverse areas as homeland and cyber security, healthcare, the environment, physical infrastructure systems, engineering, business, and more. It is also a valuable textbook for both undergraduate and graduate students in systems engineering and systems management courses with a focus on our uncertain world.

Introduction to Credit Risk Modeling

2016-04-19 Business & Economics

Author : Christian Bluhm
Release : 2016-04-19
Genre : Business & Economics
Kind : eBook
Book Rating : 934/5 ( reviews)

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Book Synopsis Introduction to Credit Risk Modeling by : Christian Bluhm

Download or read book Introduction to Credit Risk Modeling written by Christian Bluhm. This book was released on 2016-04-19. Available in PDF, EPUB and Kindle. Book excerpt: Contains Nearly 100 Pages of New MaterialThe recent financial crisis has shown that credit risk in particular and finance in general remain important fields for the application of mathematical concepts to real-life situations. While continuing to focus on common mathematical approaches to model credit portfolios, Introduction to Credit Risk Modelin

Multi-Asset Risk Modeling

2013-12-03 Business & Economics

Author : Morton Glantz
Release : 2013-12-03
Genre : Business & Economics
Kind : eBook
Book Rating : 944/5 ( reviews)

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Book Synopsis Multi-Asset Risk Modeling by : Morton Glantz

Download or read book Multi-Asset Risk Modeling written by Morton Glantz. This book was released on 2013-12-03. Available in PDF, EPUB and Kindle. Book excerpt: Multi-Asset Risk Modeling describes, in a single volume, the latest and most advanced risk modeling techniques for equities, debt, fixed income, futures and derivatives, commodities, and foreign exchange, as well as advanced algorithmic and electronic risk management. Beginning with the fundamentals of risk mathematics and quantitative risk analysis, the book moves on to discuss the laws in standard models that contributed to the 2008 financial crisis and talks about current and future banking regulation. Importantly, it also explores algorithmic trading, which currently receives sparse attention in the literature. By giving coherent recommendations about which statistical models to use for which asset class, this book makes a real contribution to the sciences of portfolio management and risk management. - Covers all asset classes - Provides mathematical theoretical explanations of risk as well as practical examples with empirical data - Includes sections on equity risk modeling, futures and derivatives, credit markets, foreign exchange, and commodities

Credit Risk Modeling

2009-12-13 Business & Economics

Author : David Lando
Release : 2009-12-13
Genre : Business & Economics
Kind : eBook
Book Rating : 194/5 ( reviews)

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Book Synopsis Credit Risk Modeling by : David Lando

Download or read book Credit Risk Modeling written by David Lando. This book was released on 2009-12-13. Available in PDF, EPUB and Kindle. Book excerpt: Credit risk is today one of the most intensely studied topics in quantitative finance. This book provides an introduction and overview for readers who seek an up-to-date reference to the central problems of the field and to the tools currently used to analyze them. The book is aimed at researchers and students in finance, at quantitative analysts in banks and other financial institutions, and at regulators interested in the modeling aspects of credit risk. David Lando considers the two broad approaches to credit risk analysis: that based on classical option pricing models on the one hand, and on a direct modeling of the default probability of issuers on the other. He offers insights that can be drawn from each approach and demonstrates that the distinction between the two approaches is not at all clear-cut. The book strikes a fruitful balance between quickly presenting the basic ideas of the models and offering enough detail so readers can derive and implement the models themselves. The discussion of the models and their limitations and five technical appendixes help readers expand and generalize the models themselves or to understand existing generalizations. The book emphasizes models for pricing as well as statistical techniques for estimating their parameters. Applications include rating-based modeling, modeling of dependent defaults, swap- and corporate-yield curve dynamics, credit default swaps, and collateralized debt obligations.

Risk Modeling for Hazards and Disasters

2017-08-29 Science

Author : Gero Michel
Release : 2017-08-29
Genre : Science
Kind : eBook
Book Rating : 939/5 ( reviews)

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Book Synopsis Risk Modeling for Hazards and Disasters by : Gero Michel

Download or read book Risk Modeling for Hazards and Disasters written by Gero Michel. This book was released on 2017-08-29. Available in PDF, EPUB and Kindle. Book excerpt: Risk Modeling for Hazards and Disasters covers all major aspects of catastrophe risk modeling, from hazards through to financial analysis. It explores relevant new science in risk modeling, indirect losses, assessment of impact and consequences to insurance losses, and current changes in risk modeling practice, along with case studies. It also provides further insight into the shortcomings of current models and examines model risk and ideas to diversify risk assessment. Risk Modeling for Hazards and Disasters instructs readers on how to assess, price and then hedge the losses from natural and manmade catastrophes. This book reviews current model development and science and explains recent changes in the catastrophe modeling space, including new initiatives covering uncertainty and big data in the assessment of risk for insurance pricing and portfolio management. Edited by a leading expert in both hazards and risk, this book is authored by a global panel including major modeling vendors, modeling consulting firms, and well-known catastrophe modeling scientists. Risk Modeling for Hazards and Disasters provides important insight into how models are used to price and manage risk. - Includes high profile case studies such as the Newcastle earthquake, Hurricane Andrew and Hurricane Katrina - Provides crucial information on new ideas and platforms that will help address the new demands for risk management and catastrophe risk reporting - Presents the theory and practice needed to know how models are created and what is and what is not important in the modeling process - Covers relevant new science in risk modeling, indirect losses, assessment of impact and consequences to insurance losses, and current changes in risk modeling practice, along with case studies

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Risk Modeling, Assessment, and Management

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