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Pocket
Granularity Theory with Applications to Finance and Insurance
Patrick Gagliardini • Christian Gourieroux • Christian Gouriéroux
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This book provides the first comprehensive overview of the granularity theory applied to risk analysis in finance and insurance. The granularity principle leads to analytical formulas for risk analysis that are simple to implement and accurate even when the portfolio size is large.
- Format: Pocket/Paperback
- ISBN: 9781107662889
- Språk: Engelska
- Antal sidor: 202
- Utgivningsdatum: 2014-10-06
- Förlag: Cambridge University Press