Bøger af Vojo Bubevski

¿Financial Risk Management for Basel III and Solvency II: Novel Methods¿ is the Second Edition of the author¿s book "Six Sigma Improvements for Basel III and Solvency II in Financial Risk Management" which is accepted by the Book Authority in "100 Best Financial Risk Management Books of All Time". This book is practical and it is purposed for Financial Risk Management professionals, incl. managers, risk managers, risk analysts, academics and degree students teaching/studying Finance, Risk Management, Risk and Decision Analysis, and Operations Research. The methods applied in the book are Stochastic Models, Simulation, Optimisation, Six Sigma DMAIC, Neural Networks, Markov Chain Monte Carlo, Sensitivity Analysis and What-If Analysis. The book elaborates on Risk Management in Loans, Credits, Payments, Stock Market, Stock Prices, Liquidity, Interest Rates, Forex, and Insurance Claims. 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 & Damodaran 1998). The methods presented in this book are one such tool.

¿Risk Assessment and Management across Industries with Novel Methods¿ is a practical book, i.e. the Second Edition of the author¿s new risk management methods accepted by the BookAuthority in "100 Best Financial Risk Management Books of All Time" (https://bookauthority.org/books/best-financial-risk-management-books). It is for Risk Management professionals, managers, risk managers, risk analysts, academics, and degree students teaching/studying Management, Risk Management, Risk & Decision Analysis, and Operations Research. The methods presented are Stochastic Model, Simulation, Optimisation, Six Sigma DMAIC, Neural Network, Decision Tree, Sensitivity & What-If Analyses. Topics are Risk Management in Investments, Petroleum Exploration, Research & Development, Information Systems, Project Management, Agricultural Planning, Production Scheduling, Retail Ordering, Real Estate, Cell-phone Industry, Pharmaceutical Development, Oil Drilling, Purchasing Strategy and Contract Biding. 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 & Damodaran 1998). The methods are one such tool.

This practical book presents the Risk Analysis and Prediction in Finance and Insurance for experienced risk managers, risk analysts, financial risk managers, and the relating subject¿s degree students. The book presents models for Risk Analysis and Prediction using simulation, optimisation, and Neural Networks to control risks and improve Risk Assessment & Management. The chapters present: Optimal portfolio selection in Investment Management to control Market Risk; Controlling Credit Risk for optimal loan portfolio selection in Banking; Controlling Market Risk for optimal portfolio selection with Correlated Assets; Analysis of different aspects of Credit Risk for loan approvals in Banking; Analysis of Insurance Risk with Reinsurance option; Analysis of Insurance Risk in claim payments; Predicting the loan applicants¿ timely payments in Banking; Predicting the Stock Market Up or Down direction. The applied Sensitivity Analysis provides for essential improvements. 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 method presented is one such tool.

This practical book presents the Business Risk Analysis and Prediction for experienced risk managers, risk analysts, financial risk managers, and the relating subject¿s degree students. The book offers models for Risk Analysis and Prediction using simulation, optimisation, and Neural Networks to control risks and improve Risk Assessment & Management. The chapters demonstrate risk models for Predicting Price Evolution with Markov Chain; Financial Forecasting for Businesses; Oil Pipelines Risk Analysis; Risk Analysis of Customer Loyalty with Incentive; Risk Analysis of Launching New Product; Gold Mine Risk Analysis with Optimisation; House Prices Prediction with Linear Regression; Predicting Churn for Mobile Phone Providers. The applied Sensitivity & What-If Analysis provides for essential improvements. 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.

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.

Explores the theoretical and practical aspects of Six Sigma DMAIC methods and tools to improve the financial risk management process and applications within finance, research, and software engineering. This book features coverage on a range of topics such as controlling VAR, financial institution evaluations, and global limit systems.