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Risk quantification [[electronic resource] ] : management, diagnosis and hedging / / Laurent Condamin, Jean-Paul Louisot, Patrick Naïm
| Risk quantification [[electronic resource] ] : management, diagnosis and hedging / / Laurent Condamin, Jean-Paul Louisot, Patrick Naïm |
| Autore | Condamin Laurent |
| Pubbl/distr/stampa | Chichester, West Sussex, England ; ; Hoboken, NJ, : John Wiley, c2006 |
| Descrizione fisica | 1 online resource (287 p.) |
| Disciplina |
332.6
658.15/5 |
| Altri autori (Persone) |
LouisotJean-Paul
NaïmPatrick |
| Collana | Wiley finance series |
| Soggetto topico | Risk management - Mathematical models |
| Soggetto genere / forma | Electronic books. |
| ISBN |
1-119-20933-1
1-280-74003-5 9786610740031 0-470-06043-3 |
| Formato | Materiale a stampa  |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
Risk Quantification; Contents; Foreword; Introduction; 1 Foundations; Risk management: Principles and Practice; Definitions; Systematic and Unsystematic Risk; Insurable Risks; Exposure; Management; Risk Management; Risk Management Objectives; Organizational Objectives; Other Significant Objectives; Risk Management Decision Process; Step 1-Diagnosis of Exposures; Step 2-Risk Treatment; Step 3-Audit and Corrective Actions; State of the Art and the Trends in risk Management; Risk Profile, Risk Map or Risk Matrix; Frequency x Severity; Risk Financing and Strategic Financing
From Risk Management to Strategic Risk ManagementFrom Managing Physical Assets to Managing Reputation; From Risk Manager to Chief Risk Officer; Why is Risk Quantification Needed?; Risk Quantification - A Knowledge-Based Approach; Introduction; Causal Structure of Risk; Building a Quantitative Causal Model of Risk; Exposure, Frequency, and Probability; Exposure, Occurrence, and Impact Drivers; Controlling Exposure, Occurrence, and Impact; Controllable, Predictable, Observable, and Hidden Drivers; Cost of Decisions; Risk Financing; Risk Management Programme as an Influence Diagram Modelling an Individual Risk or the Risk Management ProgrammeSummary; 2 Tool Box; Probability Basics; Introduction to Probability Theory; Conditional Probabilities; Independence; Bayes' Theorem; Random Variables; Moments of a Random Variable; Continuous Random Variables; Main Probability Distributions; Introduction-the Binomial Distribution; Overview of Usual Distributions; Fundamental Theorems of Probability Theory; Empirical Estimation; Estimating Probabilities from Data; Fitting a Distribution from Data; Expert Estimation; From Data to Knowledge Estimating Probabilities from Expert KnowledgeEstimating a Distribution from Expert Knowledge; Identifying the Causal Structure of a Domain; Conclusion; Bayesian Networks and Influence Diagrams; Introduction to the Case; Introduction to Bayesian Networks; Nodes and Variables; Probabilities; Dependencies; Inference; Learning; Extension to Influence Diagrams; Introduction to Monte Carlo Simulation; Introduction; Introductory Example: Structured Funds; Risk Management Example 1 - Hedging Weather Risk; Description; Collecting Information; Model; Manual Scenario; Monte Carlo Simulation; Summary Risk Management Example 2- Potential Earthquake in Cement IndustryAnalysis; Model; Monte Carlo Simulation; Conclusion; A Bit of Theory; Introduction; Definition; Estimation According to Monte Carlo Simulation; Random Variable Generation; Variance Reduction; Software Tools; 3 Quantitative Risk Assessment: A Knowledge Modelling Process; Introduction; Increasing Awareness of Exposures and Stakes; Objectives of Risk Assessment; Issues in Risk Quantification; Risk Quantification: A Knowledge Management Process; The Basel II Framework for Operational Risk; Introduction; The Three Pillars Operational Risk |
| Record Nr. | UNINA-9910143737403321 |
Condamin Laurent
|
||
| Chichester, West Sussex, England ; ; Hoboken, NJ, : John Wiley, c2006 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Risk quantification [[electronic resource] ] : management, diagnosis and hedging / / Laurent Condamin, Jean-Paul Louisot, Patrick Naïm
| Risk quantification [[electronic resource] ] : management, diagnosis and hedging / / Laurent Condamin, Jean-Paul Louisot, Patrick Naïm |
| Autore | Condamin Laurent |
| Pubbl/distr/stampa | Chichester, West Sussex, England ; ; Hoboken, NJ, : John Wiley, c2006 |
| Descrizione fisica | 1 online resource (287 p.) |
| Disciplina |
332.6
658.15/5 |
| Altri autori (Persone) |
LouisotJean-Paul
NaïmPatrick |
| Collana | Wiley finance series |
| Soggetto topico | Risk management - Mathematical models |
| ISBN |
1-119-20933-1
1-280-74003-5 9786610740031 0-470-06043-3 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
Risk Quantification; Contents; Foreword; Introduction; 1 Foundations; Risk management: Principles and Practice; Definitions; Systematic and Unsystematic Risk; Insurable Risks; Exposure; Management; Risk Management; Risk Management Objectives; Organizational Objectives; Other Significant Objectives; Risk Management Decision Process; Step 1-Diagnosis of Exposures; Step 2-Risk Treatment; Step 3-Audit and Corrective Actions; State of the Art and the Trends in risk Management; Risk Profile, Risk Map or Risk Matrix; Frequency x Severity; Risk Financing and Strategic Financing
From Risk Management to Strategic Risk ManagementFrom Managing Physical Assets to Managing Reputation; From Risk Manager to Chief Risk Officer; Why is Risk Quantification Needed?; Risk Quantification - A Knowledge-Based Approach; Introduction; Causal Structure of Risk; Building a Quantitative Causal Model of Risk; Exposure, Frequency, and Probability; Exposure, Occurrence, and Impact Drivers; Controlling Exposure, Occurrence, and Impact; Controllable, Predictable, Observable, and Hidden Drivers; Cost of Decisions; Risk Financing; Risk Management Programme as an Influence Diagram Modelling an Individual Risk or the Risk Management ProgrammeSummary; 2 Tool Box; Probability Basics; Introduction to Probability Theory; Conditional Probabilities; Independence; Bayes' Theorem; Random Variables; Moments of a Random Variable; Continuous Random Variables; Main Probability Distributions; Introduction-the Binomial Distribution; Overview of Usual Distributions; Fundamental Theorems of Probability Theory; Empirical Estimation; Estimating Probabilities from Data; Fitting a Distribution from Data; Expert Estimation; From Data to Knowledge Estimating Probabilities from Expert KnowledgeEstimating a Distribution from Expert Knowledge; Identifying the Causal Structure of a Domain; Conclusion; Bayesian Networks and Influence Diagrams; Introduction to the Case; Introduction to Bayesian Networks; Nodes and Variables; Probabilities; Dependencies; Inference; Learning; Extension to Influence Diagrams; Introduction to Monte Carlo Simulation; Introduction; Introductory Example: Structured Funds; Risk Management Example 1 - Hedging Weather Risk; Description; Collecting Information; Model; Manual Scenario; Monte Carlo Simulation; Summary Risk Management Example 2- Potential Earthquake in Cement IndustryAnalysis; Model; Monte Carlo Simulation; Conclusion; A Bit of Theory; Introduction; Definition; Estimation According to Monte Carlo Simulation; Random Variable Generation; Variance Reduction; Software Tools; 3 Quantitative Risk Assessment: A Knowledge Modelling Process; Introduction; Increasing Awareness of Exposures and Stakes; Objectives of Risk Assessment; Issues in Risk Quantification; Risk Quantification: A Knowledge Management Process; The Basel II Framework for Operational Risk; Introduction; The Three Pillars Operational Risk |
| Record Nr. | UNINA-9910829828703321 |
|
Condamin Laurent
|
||
| Chichester, West Sussex, England ; ; Hoboken, NJ, : John Wiley, c2006 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Risk quantification : management, diagnosis and hedging / / Laurent Condamin, Jean-Paul Louisot, Patrick Naim
| Risk quantification : management, diagnosis and hedging / / Laurent Condamin, Jean-Paul Louisot, Patrick Naim |
| Autore | Condamin Laurent |
| Pubbl/distr/stampa | Chichester, West Sussex, England ; ; Hoboken, NJ, : John Wiley, c2006 |
| Descrizione fisica | 1 online resource (287 p.) |
| Disciplina | 658.15/5 |
| Altri autori (Persone) |
LouisotJean-Paul
NaimPatrick |
| Collana | Wiley finance series |
| Soggetto topico | Risk management - Mathematical models |
| ISBN |
1-119-20933-1
1-280-74003-5 9786610740031 0-470-06043-3 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
Risk Quantification; Contents; Foreword; Introduction; 1 Foundations; Risk management: Principles and Practice; Definitions; Systematic and Unsystematic Risk; Insurable Risks; Exposure; Management; Risk Management; Risk Management Objectives; Organizational Objectives; Other Significant Objectives; Risk Management Decision Process; Step 1-Diagnosis of Exposures; Step 2-Risk Treatment; Step 3-Audit and Corrective Actions; State of the Art and the Trends in risk Management; Risk Profile, Risk Map or Risk Matrix; Frequency x Severity; Risk Financing and Strategic Financing
From Risk Management to Strategic Risk ManagementFrom Managing Physical Assets to Managing Reputation; From Risk Manager to Chief Risk Officer; Why is Risk Quantification Needed?; Risk Quantification - A Knowledge-Based Approach; Introduction; Causal Structure of Risk; Building a Quantitative Causal Model of Risk; Exposure, Frequency, and Probability; Exposure, Occurrence, and Impact Drivers; Controlling Exposure, Occurrence, and Impact; Controllable, Predictable, Observable, and Hidden Drivers; Cost of Decisions; Risk Financing; Risk Management Programme as an Influence Diagram Modelling an Individual Risk or the Risk Management ProgrammeSummary; 2 Tool Box; Probability Basics; Introduction to Probability Theory; Conditional Probabilities; Independence; Bayes' Theorem; Random Variables; Moments of a Random Variable; Continuous Random Variables; Main Probability Distributions; Introduction-the Binomial Distribution; Overview of Usual Distributions; Fundamental Theorems of Probability Theory; Empirical Estimation; Estimating Probabilities from Data; Fitting a Distribution from Data; Expert Estimation; From Data to Knowledge Estimating Probabilities from Expert KnowledgeEstimating a Distribution from Expert Knowledge; Identifying the Causal Structure of a Domain; Conclusion; Bayesian Networks and Influence Diagrams; Introduction to the Case; Introduction to Bayesian Networks; Nodes and Variables; Probabilities; Dependencies; Inference; Learning; Extension to Influence Diagrams; Introduction to Monte Carlo Simulation; Introduction; Introductory Example: Structured Funds; Risk Management Example 1 - Hedging Weather Risk; Description; Collecting Information; Model; Manual Scenario; Monte Carlo Simulation; Summary Risk Management Example 2- Potential Earthquake in Cement IndustryAnalysis; Model; Monte Carlo Simulation; Conclusion; A Bit of Theory; Introduction; Definition; Estimation According to Monte Carlo Simulation; Random Variable Generation; Variance Reduction; Software Tools; 3 Quantitative Risk Assessment: A Knowledge Modelling Process; Introduction; Increasing Awareness of Exposures and Stakes; Objectives of Risk Assessment; Issues in Risk Quantification; Risk Quantification: A Knowledge Management Process; The Basel II Framework for Operational Risk; Introduction; The Three Pillars Operational Risk |
| Record Nr. | UNINA-9910876550503321 |
|
Condamin Laurent
|
||
| Chichester, West Sussex, England ; ; Hoboken, NJ, : John Wiley, c2006 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||