Autore
Guerra, Maria Letizia

Titolo
The Risk Management after Value dt Risk
Periodico
Università degli studi di Urbino, Facoltà di Economia. Istituto di Scienze economiche - Quaderni di economia, matematica e statistica
Anno: 2001 - Fascicolo: 60 - Pagina iniziale: 1 - Pagina finale: 15 - Supplemento: - Parte:

Risk management represents, without no doubt, one of the most interesting research area in finance and most theoretical aspects have been studies to answer to a growing demand of models that comes from people operating in the market. The idea of this paper is to gather up and analyze some of new aspects of risk management; it was born after the author followed two courses organized by Scuola Normale Superiore of Pisa in March 1999 and in February 2000. In the course "Modelling Extremal Events for Insurance and Finance", lectures were given by Embrechts and one year after Delbaen gave lectures on "Cpherent Risk Measures". Some considerations are given about the application of these ideas to financial data in the Italian market, as in [1].




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