图书名称：Future Perspectives in Risk Models and Finance
作者：Alain Bensoussan; Dominique Guegan
出版社：Springer
页数：325
出版时间：2016                           
语言：English
格式：PDF
内容简介：
Risk models are models of uncertainty, and therefore all risk models are an expression of perceptions, priorities, needs and the information we have. In this sense, all risk models are complex hypotheses we have constructed and are based on “what we have or believe”. Risk models are then challenged by their definition. Are risk definitions defining in fact prospective risks? How are risks estimated, what data can we apply to estimate their parameters and how can we do so and use them to useful and constructive ends? The purpose of this book is to provide a perspective on a number of financial analytics models and estimation techniques. The papers assembled for this special issue arise from inter-University collaborations between the New York University School of Engineering, the Chinese University of Hong Kong and the University of Paris I-Pantheon-Sorbonne. The first part of this book includes an outline by Alain Bensoussan et al. of GLM estimation techniques combined with the proof of fundamental results. Applications to static and dynamic models provide a unified approach to the estimation of nonlinear risk models.