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ISSN: 0096-3402

In: The bulletin of the atomic scientists, Chicago, Ill. : Educ. Found. for Nuclear Science, 1945, 37(1981), 9, Seite 6-11, 0096-3402

In: volume:37

In: year:1981

In: number:9

In: pages:6-11

Language: English

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Format: 1 Online-Ressource

ISBN: 0262310724 , 9780262310727

Series Statement: M.I.T. Press research monographs

Note: "The MIT Press". - Studies based on the Rankine-Hugoniot relations have classified MHO shock waves as fast, switch-on, intermediate, switch-off, and slow. Any waves found in nature must also: (a) possess steady-state structures and (b) be stable in the presence of small-flow disturbances. In this monograph, Dr. Anderson examines these criteria in relation to plane shocks for which the collision frequency is large compared with cyclotron frequency. It contains a three-dimensional graphic representation of shock end states and presents an exact solution for the shock adiabatic curve in a convenient form , Includes bibliographical references and index

Language: English

URL: Volltext

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Format: 1 Online-Ressource (358 S.)

ISBN: 9781118349465 , 9781118749418

Note: Includes bibliographical references and index

Language: English

Keywords: Unternehmen ; Risikomanagement ; Modellierung

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Format: Online-Ressource (385 p)

ISBN: 9781118349465

Content: A comprehensive and accessible introduction to modern quantitative risk management. The business world is rife with risk and uncertainty, and risk management is a vitally important topic for managers. The best way to achieve a clear understanding of risk is to use quantitative tools and probability models.  Written for students, this book has a quantitative emphasis but is accessible to those without a strong mathematical background. Business Risk Management: Models and Analysis Discusses novel modern approaches to risk managementIntroduces adva

Note: Description based upon print version of record , Cover; Title Page; Copyright; Contents; Preface; Chapter 1 What is risk management?; 1.1 Introduction; 1.2 Identifying and documenting risk; 1.3 Fallacies and traps in risk management; 1.4 Why safety is different; 1.5 The Basel framework; 1.6 Hold or hedge?; 1.7 Learning from a disaster; 1.7.1 What went wrong?; Notes; References; Exercises; Chapter 2 The structure of risk; 2.1 Introduction to probability and risk; 2.2 The structure of risk; 2.2.1 Intersection and union risk; 2.2.2 Maximum of random variables; 2.3 Portfolios and diversification; 2.3.1 Adding random variables , 2.3.2 Portfolios with minimum variance2.3.3 Optimal portfolio theory; 2.3.4 When risk follows a normal distribution; 2.4 The impact of correlation; 2.4.1 Using covariance in combining random variables; 2.4.2 Minimum variance portfolio with covariance; 2.4.3 The maximum of variables that are positively correlated; 2.4.4 Multivariate normal; 2.5 Using copulas to model multivariate distributions; 2.5.1 *Details on copula modeling; Notes; References; Exercises; Chapter 3 Measuring risk; 3.1 How can we measure risk?; 3.2 Value at risk; 3.3 Combining and comparing risks; 3.4 VaR in practice , 3.5 Criticisms of VaR3.6 Beyond value at risk; 3.6.1 *More details on expected shortfall; Notes; References; Exercises; Chapter 4 Understanding the tails; 4.1 Heavy-tailed distributions; 4.1.1 Defining the tail index; 4.1.2 Estimating the tail index; 4.1.3 *More details on the tail index; 4.2 Limiting distributions for the maximum; 4.2.1 *More details on maximum distributions and Fisher-Tippett; 4.3 Excess distributions; 4.3.1 *More details on threshold exceedances; 4.4 Estimation using extreme value theory; 4.4.1 Step 1. Choose a threshold u; 4.4.2 Step 2. Estimate the parameters ξ and β , 4.4.3 Step 3. Estimate the risk measures of interestNotes; References; Exercises; Chapter 5 Making decisions under uncertainty; 5.1 Decisions, states and outcomes; 5.1.1 Decisions; 5.1.2 States; 5.1.3 Outcomes; 5.1.4 Probabilities; 5.1.5 Values; 5.2 Expected Utility Theory; 5.2.1 Maximizing expected profit; 5.2.2 Expected utility; 5.2.3 No alternative to Expected Utility Theory; 5.2.4 *A sketch proof of the theorem; 5.2.5 What shape is the utility function?; 5.2.6 *Expected utility when probabilities are subjective; 5.3 Stochastic dominance and risk profiles , 5.3.1 *More details on stochastic dominance5.4 Risk decisions for managers; 5.4.1 Managers and shareholders; 5.4.2 A single company-wide view of risk; 5.4.3 Risk of insolvency; Notes; References; Exercises; Chapter 6 Understanding risk behavior; 6.1 Why decision theory fails; 6.1.1 The meaning of utility; 6.1.2 Bounded rationality; 6.1.3 Inconsistent choices under uncertainty; 6.1.4 Problems from scaling utility functions; 6.2 Prospect Theory; 6.2.1 Foundations for behavioral decision theory; 6.2.2 Decision weights and subjective values; 6.3 Cumulative Prospect Theory , 6.3.1 *More details on Prospect Theory

Additional Edition: 9781118749418

Additional Edition: 9781118349465

Additional Edition: Print version Business Risk Management : Models and Analysis

Language: English

Keywords: Electronic books

URL: Volltext

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Format: 1 Online-Ressource

ISBN: 9781118749388 , 9781118749418 , 9781118749364

Note: Online-Ausg. 2013 erschienen

Additional Edition: Erscheint auch als Druck-Ausgabe ISBN 978-1-118-34946-5

Language: English

Subjects: Economics

Keywords: Unternehmen ; Risikomanagement ; Modellierung

DOI: 10.1002/9781118749388

URL: Volltext

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Format: xviii, 402 Seiten , graph. Darst , 24 cm

Edition: 1. print

ISBN: 9780201416695 , 0201416697

Note: Literaturangaben

Language: English

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Format: Online-Ressource

Edition: Online-Ausg.

ISBN: 0262310724 , 9780262310727

Series Statement: M.I.T. Press research monographs

Content: Studies based on the Rankine-Hugoniot relations have classified MHO shock waves as fast, switch-on, intermediate, switch-off, and slow. Any waves found in nature must also: (a) possess steady-state structures and (b) be stable in the presence of small-flow disturbances. In this monograph, Dr. Anderson examines these criteria in relation to plane shocks for which the collision frequency is large compared with cyclotron frequency. It contains a three-dimensional graphic representation of shock end states and presents an exact solution for the shock adiabatic curve in a convenient form.An MIT Press Research Monograph.

Note: "The MIT Press , Includes bibliographical references and index , Studies based on the Rankine-Hugoniot relations have classified MHO shock waves as fast, switch-on, intermediate, switch-off, and slow. Any waves found in nature must also: (a) possess steady-state structures and (b) be stable in the presence of small-flow disturbances. In this monograph, Dr. Anderson examines these criteria in relation to plane shocks for which the collision frequency is large compared with cyclotron frequency. It contains a three-dimensional graphic representation of shock end states and presents an exact solution for the shock adiabatic curve in a convenient form

Additional Edition: 9780262010054

Additional Edition: Erscheint auch als Druck-Ausgabe 9780262511599

Language: English

URL: Volltext  (lizenzpflichtig)

UID:

Format: 1 online resource.

ISBN: 9780262310727

Series Statement: M.I.T. Press research monographs

Note: "The MIT Press , Title from vendor webpage (IEEE Xplore; viewed on Feb. 14, 2013)

Language: English

URL: https://doi.org/10.7551/mitpress/4382.001.0001?locatt=mode:legacy

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Format: 1 Online-Ressource (385 pages)

ISBN: 9781118749418

Series Statement: New York Academy of Sciences Ser.

Note: Description based on publisher supplied metadata and other sources

Additional Edition: 9781118349465

Language: English

Subjects: Economics

Keywords: Electronic books

UID:

Format: Online-Ressource

ISBN: 9781118749418 , 1118749413

Note: Lizenzpflichtig

Additional Edition: Druckausg. 9781118349465

Language: English

Subjects: Economics

URN: urn:nbn:de:101:1-2015020410046

URL: https://nbn-resolving.org/urn:nbn:de:101:1-2015020410046

URL: https://d-nb.info/1066309884/34