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Applications of Stochastic Programming - Google Books

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Consisting of two parts, this book presents papers describing publicly available stochastic programming systems that are operational. It presents a diverse...

Backtesting Value at Risk and Expected Shortfall - Simona Roccioletti...

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[1] C. Acerbi. Spectral measures of risk: a coherent representation of subjective risk aversion. Journal of Banking Finance, 26(17), March [2] C. Acerbi and ...

Erneuerte vaterländische Blätter für den österreichischen...

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Wochenblatt für Steyermark, wird wöchentlich 3 Mahl der Grätzer-Zeitung beygelegt. (Redigirt von Kollmann.) - Bibliotheca italiana ossic Giornale di letteratura, scienze ed arti, compilato di vajletterati (dis. d. C. Acerbi) (4. anno) gr Milauo. 12 sl.

CreditRisk+ in the Banking Industry - Google Books

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CreditRisk+ is an important and widely implemented default-mode model of portfolio credit risk, based on a methodology borrowed from actuarial mathematics....

Mathematics of Financial Markets - Robert J Elliott, P. Ekkehard Kopp...

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Sirtori. Expected shortfall as a tool for financial risk management. Working paper, Abaxbank, [3] C. Acerbi and D. Tasche. Expected shortfall: A natural coherent alternative to value at risk. Working paper, Abaxbank, [4] C. Acerbi and D.

The Statistical Mechanics of Financial Markets - Johannes Voit -...

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This highly praised introductory treatment describes the parallels between statistical physics and finance - both those established in the 100-year long...

Sicherheitskapitalbestimmung und -allokation in der...

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coherent representation of sub- jective risk aversion, in: Journal of Banking and Finance, Vol. 26, No. 7, 2002, S. l505-l5l8. Acerbi, C; C. Nordio; C. sirtori (Acerbi/ Nordio/Sirtori 200l): Expected Shortfall as a Tool for Financial Risk Management, ...

The Handbook of Risk Management: Implementing a Post-Crisis Corporate...

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This handbook shows a firm how to repurpose its risk management in order to design and implement a corporate culture which involves all business units and...

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Bücher C. Acerbi