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This book provides a perspective on a number of approaches to financial modelling and risk management. It examines both theoretical and practical issues. Theoretically, financial risks models are models of a real and a financial “uncertainty”, based on both common and private information and economic theories defining the rules that financial markets comply to. Financial models are thus challenged by their definitions and by a changing financial system fueled by globalization, technology growth, complexity, regulation and the many factors that contribute to rendering financial processes to be continuously questioned and re-assessed. The underlying mathematical foundations of financial risks models provide future guidelines for risk modeling. The book’s chapters provide selective insights and developments that can contribute to better understand the complexity of financial modelling and its ability to bridge financial theories and their practice. Future Perspectives in Risk Models and Finance begins with an extensive outline by Alain Bensoussan et al. of GLM estimation techniques combined with proofs of fundamental results. Applications to static and dynamic models provide a unified approach to the estimation of nonlinear risk models. A second section is concerned with the definition of risks and their management. In particular, Guegan and Hassani review a number of risk models definition emphasizing the importance of bi-modal distributions for financial regulation. An additional chapter provides a review of stress testing and their implications. Nassim Taleb, and Sandis provide an anti-fragility approach based on “skin in the game”. To conclude, Raphael Douady discusses the noncyclical CAR (Capital Adequacy Rule) and their effects of aversion of systemic risks. A third section emphasizes analytic financial modelling approaches and techniques. Tapiero and Vallois provide an overview of mathematical systems and their use in financial modeling. These systems span the fundamental Arrow-Debreu framework underlying financial models of complete markets and subsequently, mathematical systems departing from this framework but yet generalizing their approach to dynamic financial models. Explicitly, models based on fractional calculus, on persistence (short memory) and on entropy-based non-extensiveness. Applications of these models are used to define a modeling approach to incomplete financial models and their potential use as a “measure of incompleteness”. Subsequently Bianchi and Pianese provide an extensive overview of multi-fractional models and their important applications to Asset price modeling. Finally, Tapiero and Jinquyi consider the binomial pricing model by discussing the effects of memory on the pricing of asset prices.
Economics/Management Science. --- Operation Research/Decision Theory. --- Quantitative Finance. --- Financial Economics. --- Economics. --- Finance. --- Operations research. --- Economie politique --- Finances --- Recherche opérationnelle --- Management --- Business & Economics --- Management Theory --- Financial risk management. --- Funding --- Funds --- Business. --- Decision making. --- Economics, Mathematical. --- Macroeconomics. --- Business and Management. --- Macroeconomics/Monetary Economics//Financial Economics. --- Economics --- Currency question --- Risk management --- Operations Research/Decision Theory. --- Operational analysis --- Operational research --- Industrial engineering --- Management science --- Research --- System theory --- Economics, Mathematical . --- Mathematical economics --- Econometrics --- Mathematics --- Deciding --- Decision (Psychology) --- Decision analysis --- Decision processes --- Making decisions --- Management decisions --- Choice (Psychology) --- Problem solving --- Methodology --- Decision making
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This book provides a perspective on a number of approaches to financial modelling and risk management. It examines both theoretical and practical issues. Theoretically, financial risks models are models of a real and a financial “uncertainty”, based on both common and private information and economic theories defining the rules that financial markets comply to. Financial models are thus challenged by their definitions and by a changing financial system fueled by globalization, technology growth, complexity, regulation and the many factors that contribute to rendering financial processes to be continuously questioned and re-assessed. The underlying mathematical foundations of financial risks models provide future guidelines for risk modeling. The book’s chapters provide selective insights and developments that can contribute to better understand the complexity of financial modelling and its ability to bridge financial theories and their practice. Future Perspectives in Risk Models and Finance begins with an extensive outline by Alain Bensoussan et al. of GLM estimation techniques combined with proofs of fundamental results. Applications to static and dynamic models provide a unified approach to the estimation of nonlinear risk models. A second section is concerned with the definition of risks and their management. In particular, Guegan and Hassani review a number of risk models definition emphasizing the importance of bi-modal distributions for financial regulation. An additional chapter provides a review of stress testing and their implications. Nassim Taleb, and Sandis provide an anti-fragility approach based on “skin in the game”. To conclude, Raphael Douady discusses the noncyclical CAR (Capital Adequacy Rule) and their effects of aversion of systemic risks. A third section emphasizes analytic financial modelling approaches and techniques. Tapiero and Vallois provide an overview of mathematical systems and their use in financial modeling. These systems span the fundamental Arrow-Debreu framework underlying financial models of complete markets and subsequently, mathematical systems departing from this framework but yet generalizing their approach to dynamic financial models. Explicitly, models based on fractional calculus, on persistence (short memory) and on entropy-based non-extensiveness. Applications of these models are used to define a modeling approach to incomplete financial models and their potential use as a “measure of incompleteness”. Subsequently Bianchi and Pianese provide an extensive overview of multi-fractional models and their important applications to Asset price modeling. Finally, Tapiero and Jinquyi consider the binomial pricing model by discussing the effects of memory on the pricing of asset prices.
Macroeconomics --- Finance --- Economics --- Operational research. Game theory --- Mathematical statistics --- Mathematics --- Planning (firm) --- kennis --- besluitvorming --- mathematische modellen --- macro-economie --- financiën --- speltheorie --- econometrie --- wiskunde --- operationeel onderzoek
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L'essor des projets notamment dans la robotique de service rend aujourd'hui incontournable la question du cadre juridique applicable. L'activité robotique peut-elle s'auto-réguler elle-même ou faut-il créer un cadre juridique spécifique ?
Technology and law. --- Robotics --- Law and legislation. --- Robots --- Droit. --- Robots. --- Robotique --- Law and legislation --- Droit --- EPUB-ALPHA-D EPUB-LIV-FT LIVDROIT STRADA-B --- STRADALEX --- BPB1803 --- Robotisation --- Intelligence artificielle --- Droit des obligations --- Responsabilité --- Nouvelle technologie --- moderná technológia --- alta tecnologia --- Spitzentechnologie --- neuartige Technologie --- tecnología avanzada --- technique de pointe --- fejlett technológia --- advanced technology --- Hightech --- advanced technique --- kõrgtehnoloogia --- avanceret teknik --- alta tecnología --- progresivní technologie --- high-tech --- korszerű technika --- forkantteknologi --- teknikë e përparuar --- arenenud tehnoloogia --- spetsteknik --- špičková technika --- högt utvecklad teknik --- hoch entwickelte Technik --- arenenud tehnika --- high technology --- technologie avancée --- tecnologia de ponta --- висока технологија --- tecnologia di punta --- tecnica d'avanguardia --- avancerad teknik --- tecnologia nova --- geavanceerde technologie --- tecnología punta --- csúcstechnológia --- napredna tehnologija --- hoogontwikkelde technologie --- tecnica di punta --- speerpunttechnologie --- kehittynyt teknologia --- högteknologi --- teknologji e lartë --- τεχνολογία αιχμής --- pažangioji technika --- напредна технологија --- attīstīta tehnoloģija --- korkea teknologia --- højteknologi --- προηγμένη τεχνολογία --- technologie nouvelle --- augstās tehnoloģijas --- модерна технологија --- tehnică avansată --- haute technologie --- spitstechnologie --- tecnologia avanzata --- high tech --- aukštoji technologija --- attīstīta metode --- înaltă trhnologie --- spjutspetsteknik --- špičková technologie --- visoka tehnologija --- korszerű technológia --- moderná technika --- pažangioji technologija --- kehittynyt tekniikka --- fortgeschrittene Technologie --- tecnologia avançada --- hightech --- υψηλή τεχνολογία --- new technology --- nieuwe technologie --- ny teknik --- új technológia --- нова технология --- nowe technologie --- jauna tehnoloģija --- nuova tecnologia --- nova tecnologia --- nová technológia --- nueva tecnología --- teknologji e re --- nová technologie --- uus tehnoloogia --- uusi teknologia --- tehnologie avansată --- neue Technologie --- teknoloġija ġdida --- нова технологија --- nuatheicneolaíocht --- νέες τεχνολογίες --- nova tehnologija --- ny teknologi --- naujoji technologija --- kolektívna zodpovednosť --- συλλογική ευθύνη --- juridiskt ansvar --- Gesamthaftung --- përgjegjësi ligjore --- kolektyvinė atsakomybė --- syyntakeisuus --- õiguslik vastutus --- Gemeinschaftshaftung --- právna zodpovednosť --- pienākums --- oikeudellinen vastuunalaisuus --- saistības --- lovbestemt ansvar --- responsabilidade legal --- kopīga atbildība --- kollektiivinen vastuu --- Solidarhaftung --- jogi kötelezettség --- juridische aansprakelijkheid --- kolektivna odgovornost --- responsabilité légale --- legal liability --- kollektív felelősség --- teisinė atsakomybė --- responsabilità legale --- collegiale aansprakelijkheid --- responsabilidad legal --- pravna odgovornost --- collective liability --- responsabilidade colegial --- ευθύνη εκ του νόμου --- juridiska atbildība --- wettelijke aansprakelijkheid --- законска одговорност --- responsabilidade coletiva --- правна одговорност --- колективна одговорност --- kollektív kötelezettség --- legal responsibility --- responsabilité juridique --- egyetemleges felelősség --- vastutusvõimelisus --- objektív felelősség --- egyetemleges kártérítési felelősség --- ansvar enligt lag --- gesetzliche Haftung --- përgjegjësi kolektive --- kollektiivne vastutus --- responsabilidad jurídica --- zakonska odgovornost --- ευθύνη έναντι τρίτων --- responsabilidad colegiada --- responsabilidade jurídica --- zodpovědnost --- gesamtschuldnerische Haftung --- jogi felelősség --- δικαιοπρακτική ευθύνη --- responsabilité collégiale --- responsabilitate colectivă --- kollegialt ansvar --- juridisk ansvar --- responsabilità giuridica --- právní odpovědnost --- solidārā atbildība --- erstatningsansvar --- responsabilità collegiale --- gemensamt ansvar --- одговорност --- отговорност --- atsakomybė --- përgjegjësi --- responsabilità --- vastutus --- obbligazzjoni --- dliteanas --- odpovědnost --- felelősség --- responsabilidade --- responsabilidad --- atbildība --- responsabilitate juridică --- zodpovednosť --- vastuu --- odgovornost --- ansvar --- Haftung --- odpowiedzialność --- liability --- aansprakelijkheid --- ευθύνη --- obbligazione civile --- závazky --- civiele verbintenis --- obligación civil --- obligationsret --- αστική ενοχή --- obligation civile --- závazkové právo --- obligacijsko pravo --- võlaõigus --- verbintenisrecht --- e drejta e detyrimeve --- Schuldrecht --- liġi tal-obbligi --- saistību tiesības --- prievolių teisė --- law of obligations --- ενοχικό δίκαιο --- fordringsret --- prawo zobowiązań --- obligationsrätt --- Derecho de las obligaciones --- záväzkové právo --- diritti di obbligazioni --- kötelmi jog --- облигационно право --- dlí na n-oibleagáidí --- velvoiteoikeus --- direito de obrigações --- dreptul obligațiilor --- облигационо право --- obvezno pravo --- облигациско право --- calcolatore di quinta generazione --- συστήματα λήψης αποφάσεων --- sistema inteligente --- ayuda a la decisión --- sistem expert --- ajuda à decisão --- ekspertinė sistema --- expert system --- szakértői rendszer --- συστήματα εμπειρογνώμονες --- expertsystem --- strumento di aiuto alla decisione --- wissensbasierendes System --- IA --- Expertensystem --- KI --- konstgjord intelligens --- expertný systém --- sistem ekspert --- asiantuntijajärjestelmä --- sistema experto --- systeemexpert --- ekspertsistēma --- ekspertsüsteem --- système expert --- sistema esperto --- Entscheidungshilfe --- aide à la décision --- sistema di supporto alle decisioni --- τεχνητή ευφυΐα --- expertní systém --- inteligência artificial --- kunstmatige intelligentie --- mesterséges intelligencia --- inteligencia artificial --- tekoäly --- sztuczna inteligencja --- вештачка интелигенција --- umetna inteligenca --- mākslīgais intelekts --- artificial intelligence --- umělá inteligence --- künstliche Intelligenz --- inteligență artificială --- tehisintellekt --- изкуствен интелект --- artificiell intelligens --- intleacht shaorga --- intelligenza artificiale --- intelliġenza artifiċjali --- umelá inteligencia --- dirbtinis intelektas --- τεχνητή νοημοσύνη --- umjetna inteligencija --- inteligjencë artificiale --- kunstig intelligens --- ρομποτοποίηση --- impiego di robot --- χρήση ρομπότ στην παραγωγή --- používání robotů --- användning av robotar --- robottien käyttö --- gamybos robotizavimas --- utilização de robots --- utilisation de robots --- robotization --- utilizarea roboților --- use of robots --- robotite kasutamine --- gebruik van robots --- robotų naudojimas --- robotų naudojimas gamyboje --- користење роботи --- robotu izmantošana --- využitie robotov --- përdorim i robotëve --- utilización de robots --- αυτοματοποίηση της παραγωγής --- robotizavimas --- robotointi --- robotización --- robotizzazione --- robotizácia --- Robotereinsatz --- robotizare --- robotyzacja --- robotizacija --- robotizzazzjoni --- robotiseerimine --- robotisering --- toepassen van robots --- robotisation --- роботизация --- robotizācija --- robotização --- robotizace --- роботизација --- robotizim --- róbatú --- robotizálás --- робот --- robotika --- robot --- Robotik --- роботика --- robotteknologi --- robotikë --- robotiikka --- robotics --- robotteknik --- robottechnologie --- robótica --- róbataic --- robotica --- robotyka --- robootika --- Robotertechnik --- robotică --- robottechnológia --- ρομποτική --- Responsabilité
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