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Hazardous Forecasts and Crisis Scenario Generator

Hazardous Forecasts and Crisis Scenario Generator

Arnaud Clément-Grandcourt, Hervé Fraysse

ISBN: 978-1-848-21763-8

Apr 2015, Wiley-ISTE

Select type: Hardcover

$125.00

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Description

The crisis scenario generator with black swans, black butterflies and worst case scenarios is the most  useful scenario generator that can be used to manage assets in a crisis prone period. It gives more reliable VaR, CVaR, TVaR values.

Chapter 1: Forecast philosophy and risk philosophy

Chapter 2: Scenarios building processes

Chapter 3: How to use these scenarios for asset management