Condamin, Laurent / Louisot, Jean-Paul / Naïm, Patrick Risk Quantification Management, Diagnosis and Hedging Wiley Finance Series
1. Edition - December 2006 73.90 Euro 2006. 286 Pages, Hardcover - Practical Approach Book - ISBN-10: 0-470-01907-7 ISBN-13: 978-0-470-01907-8 - John Wiley & Sons
Short description This book equips the reader with a thorough understanding of the basic tools and techniques of risk quantification. It describes the three-step process of diagnosis, reduction, and financing and provides tools and score cards for risk assessment. The important topics of Monte Carlo simulation and Bayesian belief networks are also covered. With case studies throughout, this is a comprehensive guide to risk quantification.
From the contents Forewords.
Introduction.
1 Foundations.
2 Tool Box.
3 Quantitative Risk Assessment: A Knowledge Modelling Process.
