Cl�ement-Grandcourt, Arnaud creator author. Fraysse, Herv�e author. text bibliography Electronic books. enk 2015 monographic eng

electronic resource

1 online resource (xi, 152 pages) 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. Arnaud Cl�ement-Grandcourt, Herv�e Fraysse. Includes bibliographical references and index. Economic forecasting International finance Forecasting Globalization Economic aspects BUSINESS & ECONOMICS Economics General BUSINESS & ECONOMICS Reference Economic forecasting Globalization Economic aspects International finance Forecasting HB3730 .C54 2015eb 330.0112 Cl�ement-Grandcourt, Arnaud. London, England ; Oxford, England : ISTE Press : Elsevier, �2015 xi, 152 pages 9780081007778 0081007779 http://www.sciencedirect.com/science/book/9781785480287 http://www.sciencedirect.com/science/book/9781785480287 N$T 151009 20190328114812.0 ocn923250355 eng