Miscellaneous Risk Analysis

ISBN-13: 9786203200607 / Angielski / Miękka / 252 str.

Vojo Bubevski

Opis

This practical book presents the Miscellaneous Risk Analysis for experienced risk managers, risk analysts, financial risk managers, and the relating subject's degree students. The book offers models for Risk Analysis using simulation, optimisation, and Neural Networks and applying the Six Sigma DMAIC method to control risks and improve Risk Assessment & Management. This book is based on the author's published papers in eminent international conferences and journals. The papers are changed and enhanced with Comprehensive Sensitivity Analysis and What-If Analysis to improve the chapters. The book chapters are Risk Analysis of Asset Liability Management for Basel III and Solvency II, Analysis of Software Quality Risk, Security Software Quality Risk Analysis, Comparative Software Reliability Risk Analysis, and Risk Analysis of Investment Management for Basel III and Solvency II. Bernstein stated, "the risk will always be there, so we must explore many interesting tools that can help us to control risks we cannot avoid taking" (Bernstein and Damodaran 1998). The methods presented are one such tool.

O autorze

Bubevski, Vojo The author has a Computer Science degree from the University of Zagreb and backgrounds in Information Systems Analysis & Design, Mathematics, Operations Research, Modelling & Simulation, and Risk & Decision Analysis. Published papers on eminent international conferences and journals, and nine Risk Assessment & Management books across fields.