Granularity Theory with Applications to Finance and Insurance
Häftad, Engelska, 2014
Av Patrick Gagliardini, Christian (University of Toronto) Gourieroux, Christian Gouriéroux
489 kr
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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.
Produktinformation
- Utgivningsdatum2014-10-06
- Mått151 x 227 x 11 mm
- Vikt292 g
- SpråkEngelska
- SerieThemes in Modern Econometrics
- Antal sidor202
- FörlagCambridge University Press
- EAN9781107662889
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