Different Kinds of Risk

نویسندگان

  • Paul Embrechts
  • Hansjörg Furrer
  • Roger Kaufmann
چکیده

Over the last twenty years, the financial industry has developed numerous tools for the quantitative measurement of risk. The need for this was mainly due to changing market conditions and regulatory guidelines. In this article we review these processes and summarize the most important risk categories considered.

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تاریخ انتشار 2006