Hazardous forecasts and crisis scenario generator / [electronic resource] Arnaud Cl�ement-Grandcourt, Herv�e Fraysse. Cl�ement-Grandcourt, Arnaud, author. Fraysse, Herv�e, author. Economic forecasting. International finance Forecasting. Globalization Economic aspects. HB3730 .C54 2015eb 330.0112 23 Includes bibliographical references and index. Vendor-supplied metadata. 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. 2015 Text 1 online resource (xi, 152 pages) http://www.sciencedirect.com/science/book/9781785480287 eng Hazardous forecasts and crisis scenario generator. Hazardous forecasts and crisis scenario generator.