Risk Quantification and Allocation Methods for Practitioners

by Jaume Belles-Sampers, Montserrat Guillén and Miguel Santolino
Atlantis Studies in Computational Finance and Financial Engineering
Amsterdam University Press, 2017
eISBN: 978-90-485-3458-6, Cloth: 978-94-6298-405-9

Risk Quantification and Allocation Methods for Practitioners offers a practical approach to risk management in the financial industry. This in-depth study provides quantitative tools to better describe qualitative issues, as well as clear explanations of how to transform recent theoretical developments into computational practice, and key tools for dealing with the issues of risk measurement and capital allocation.

Jaume Belles-Sampers is assistant professor in the Department of Econometrics, Statistics, and Applied Economics at the University of Barcelona, where Montserrat Guillén is professor in the same department and Miguel Santolino is associate professor.

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