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Hazardous forecasts and crisis scena...

Clément-Grandcourt, Arnaud,

Hazardous forecasts and crisis scenario generator /

Record Type:	Electronic resources : Monograph/item
Title/Author:	Hazardous forecasts and crisis scenario generator /Arnaud Clément-Grandcourt, Hervé Fraysse.
Author:	Clément-Grandcourt, Arnaud,
other author:	Fraysse, Hervé,
Description:	1 online resource (xi, 152 pages)
Subject:	Economic forecasting.
Online resource:	https://www.sciencedirect.com/science/book/9781785480287
ISBN:	9780081007778$q(electronic bk.)

Hazardous forecasts and crisis scenario generator /
Clément-Grandcourt, Arnaud,

Hazardous forecasts and crisis scenario generator /Arnaud Clément-Grandcourt, Hervé Fraysse. - 1 online resource (xi, 152 pages)

Includes bibliographical references and index.

This book presents a crisis scenario generator with black swans, black butterflies and worst case scenarios. It is the most useful scenario generator that can be used to manage assets in a crisis-prone period, offering more reliable values for Value at Risk (VaR), Conditional Value at Risk (CVaR) and Tail Value at Risk (TVaR). Hazardous Forecasts and Crisis Scenario Generator questions how to manage assets when crisis probability increases, enabling you to adopt a process for using generators in order to be well prepared for handling crises.

ISBN: 9780081007778$q(electronic bk.)Subjects--Topical Terms:

182801
Economic forecasting.
Index Terms--Genre/Form:

214472
Electronic books.

LC Class. No.: HB3730 / .C54 2015eb

Dewey Class. No.: 330.0112

Hazardous forecasts and crisis scenario generator /
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100 1 $a Clément-Grandcourt, Arnaud, $e author. $3 845845
245 1 0 $a Hazardous forecasts and crisis scenario generator / $c Arnaud Clément-Grandcourt, Hervé Fraysse.
264 1 $a London : $b ISTE Press Ltd ; $a Kidlington, Oxford : $b Elsevier Inc, $c 2015.
300 $a 1 online resource (xi, 152 pages)
336 $a text $b txt $2 rdacontent
337 $a computer $b c $2 rdamedia
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504 $a Includes bibliographical references and index.
520 $a This book presents a crisis scenario generator with black swans, black butterflies and worst case scenarios. It is the most useful scenario generator that can be used to manage assets in a crisis-prone period, offering more reliable values for Value at Risk (VaR), Conditional Value at Risk (CVaR) and Tail Value at Risk (TVaR). Hazardous Forecasts and Crisis Scenario Generator questions how to manage assets when crisis probability increases, enabling you to adopt a process for using generators in order to be well prepared for handling crises.
650 0 $a Economic forecasting. $3 182801
650 0 $a International finance $x Forecasting. $3 845847
650 0 $a Globalization $x Economic aspects. $3 200084
655 4 $a Electronic books. $2 local. $3 214472
700 1 $a Fraysse, Hervé, $e author. $3 845846
856 4 0 $u https://www.sciencedirect.com/science/book/9781785480287