N.-Y.: Chapman and Hall/CRC, 2014. - 616p.Risk Analysis in Engineering and Economics is required reading for decision making under conditions of uncertainty. The author describes the fundamental concepts, techniques, and applications of the subject in a style tailored to meet the needs of students and practitioners of engineering, science, economics, and finance. Drawing on his extensive experience in uncertainty and risk modeling and analysis, the author covers everything from basic theory and key computational algorithms to data needs, sources, and collection. He emphasizes practical use of the methods presented and carefully examines the limitations, advantages, and disadvantages of each to help readers translate the discussed techniques into real-world solutions. This Second Edition: Introduces the topic of risk finance Incorporates homeland security applications throughout Offers additional material on predictive risk management Includes a wealth of new and updated end-of-chapter problems Delivers a complementary mix of theoretical background and risk methods Brings together engineering and economics on balanced terms to enable appropriate decision making Presents performance segregation and aggregation within a risk framework Contains contemporary case studies, such as protecting hurricane-prone regions and critical infrastructure Provides 320+ tables and figures, over 110 diverse examples, numerous end-of-book references, and a bibliography Unlike the classical books on reliability and risk management, Risk Analysis in Engineering and Economics, Second Edition relates underlying concepts to everyday applications, ensuring solid understanding and use of the methods of risk analysis.Table of contents :Introduction Societal Needs Risk Analysis System Framework Knowledge and Ignorance Exercise Problems Risk Analysis Methods Introduction Risk Terminology Risk Assessment Risk Management and Control Risk Communication Exercise Problems System Definition and Structure Introduction System Definition Models Hierarchical Definitions of Systems System Complexity Exercise Problems Reliability Assessment Introduction Analytical Performance-Based Reliability Assessment Empirical Reliability Analysis Using Life Data Bayesian Methods Reliability Analysis of Systems Exercise Problems Failure Consequences and Severity Introduction Analytical Consequence and Severity Assessment Real Property Damage Loss of Human Life Injuries Indirect Losses Public Health and Ecological Damages Exercise Problems Engineering Economics and Finance Introduction Fundamental Economic Concepts Cash-Flow Diagrams Interest Formulae Economic Equivalence Involving Interest Economic Equivalence and Inflation Economic Analysis of Alternatives Exercise Problems Risk Control Methods Introduction Philosophies of Risk Control Risk Aversion in Investment Decisions Risk Homeostasis Insurance for Loss Control and Risk Transfer Benefit-Cost Analysis Risk-Based Maintenance Management Exercise Problems Data for Risk Studies Introduction Data Sources Databases Expert-Opinion Elicitation Model Modification Based on Available Data Failure Data Sources Exercise Problems Fundamentals of Probability and Statistics Sample Spaces, Sets, and Events Mathematics of Probability Random Variables and Their Probability Distributions Failure Data References and Bibliography Index
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Prmia Publications – 2005, 1301 pages
ISBN: 0976609703, 9780976609704
As its title implies, this book is the Handbook for the Professional Risk Manager. It is for those professionals who seek to demonstrate their skills in the field of financial risk management and for those looking simply for an excellent reference source. With contributions from nearly 40 leading authors,...
John Wiley & Sons, 2008. — 494 p. — (Market Risk Analysis, Vol. IV).
Value at Risk and Other Risk Metrics.
An Overview of Market Risk Assessment.
Risk Measurement in Banks.
Risk Measurement in Portfolio Management.
Risk Measurement in Large Corporations.
Downside and Quantile Risk Metrics.
Semi-Standard Deviation and Second Order Lower.
Wiley, 2013. — 579 p. — 2nd ed. — ISBN: 111817545X, 9781118175453
A top risk management practitioner addresses the essential aspects of modern financial risk management
In the Second Edition of Financial Risk Management + Website, market risk expert Steve Allen offers an insider's view of this discipline and covers the strategies, principles, and measurement techniques...
Wiley, 2012. — 2100 p. — ISBN: 1118006739, 9781118006733
3 Volume Set.
An essential reference dedicated to a wide array of financial models, issues in financial modeling, and mathematical and statistical tools for financial modeling
The need for serious coverage of financial modeling has never been greater, especially with the size, diversity, and efficiency of modern capital...
Wiley, 2008. – 1033 p. – ISBN: 047017921X, 9780470179215
If you’re seeking solutions to advanced and even esoteric problems, Advanced Analytical Models goes beyond theoretical discussions of modeling by facilitating a thorough understanding of concepts and their real-world applications—including the use of embedded functions and algorithms. This reliable resource will equip you...
Academic Press, 2009. — 864 p. — ISBN: 0123747651. Robert Nisbet, Pacific Capital Bank Corporation, Santa Barbara, CA, USA John Elder, Elder Research, Inc. and the University of Virginia, Charlottesville, USA Gary Miner, StatSoft, Inc. , Tulsa, OK, USA Description The Handbook of Statistical Analysis and Data Mining Applications is a comprehensive professional reference book that...