Risk Measurement

DOI10.1007/978-3-030-02680-6zbMath1426.91004OpenAlexW4241466031MaRDI QIDQ5226405

Dominique Guégan, Bertrand K. Hassani

Publication date: 31 July 2019

Full work available at URL: https://doi.org/10.1007/978-3-030-02680-6

zbMATH Keywords

time seriesrisk measuresrisk managementrisk measurement

Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05) Statistical methods; risk measures (91G70) Research exposition (monographs, survey articles) pertaining to game theory, economics, and finance (91-02) Portfolio theory (91G10) Credit risk (91G40)

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