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Analiza ryzyka i prognoza w finansach i ubezpieczeniach

Analiza ryzyka i prognoza w finansach i ubezpieczeniach


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About the Book

Ta praktyczna książka przedstawia analizę ryzyka i przewidywania w finansach i ubezpieczeniach dla doświadczonych menedżerów ryzyka, analityków ryzyka, managerów ryzyka finansowego i studentów kierunków pokrewnych. Książka przedstawia modele analizy ryzyka i przewidywania z wykorzystaniem symulacji, optymalizacji i sieci neuronowych w celu kontroli ryzyka i poprawy oceny i zarządzania ryzykiem. Rozdzialy są prezentowane: Optymalny dobór portfela w zarządzaniu inwestycjami w celu kontroli ryzyka rynkowego; Kontrola ryzyka kredytowego w celu optymalnego doboru portfela kredytowego w bankowości; Kontrola ryzyka rynkowego w celu optymalnego doboru portfela z aktywami powiązanymi; Analiza różnych aspektów ryzyka kredytowego w celu zatwierdzania kredytów w bankowości; Analiza ryzyka ubezpieczeniowego z opcją reasekuracji; Analiza ryzyka ubezpieczeniowego w splacie roszczeń; Przewidywanie terminowych platności osób ubiegających się o kredyt w bankowości; Przewidywanie kierunku rynku akcji w górę lub w dól. Zastosowana Analiza wrażliwości przewiduje istotne usprawnienia. Bernstein stwierdzil, że "ryzyko zawsze będzie istnialo, więc musimy zbadac wiele interesujących narzędzi, które mogą pomóc nam kontrolowac ryzyko, którego nie możemy uniknąc" (Bernstein i Damodaran 1998). Przedstawiona metoda jest jednym z takich narzędzi.


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Product Details
  • ISBN-13: 9786203152319
  • Publisher: KS Omniscriptum Publishing
  • Publisher Imprint: Wydawnictwo Nasza Wiedza
  • Height: 229 mm
  • No of Pages: 264
  • Spine Width: 15 mm
  • Width: 152 mm
  • ISBN-10: 6203152315
  • Publisher Date: 24 Dec 2020
  • Binding: Paperback
  • Language: Polish
  • Returnable: N
  • Weight: 444 gr


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Analiza ryzyka i prognoza w finansach i ubezpieczeniach
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