Granularity Theory with Applications to Finance and Insurance
(Bog, Paperback / softback, Engelsk)
Forlag:
Cambridge University Press
- Type: Bog
- Format: Paperback / softback
-
Sprog:
Engelsk
- ISBN-13: 9781107662889
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Beskrivelse
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.
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| Forlag | Cambridge University Press |
| Forfattere | Patrick Gagliardini, Christian (University of Toronto) Gourieroux |
| Type | Bog |
| Format | Paperback / softback |
| Sprog | Engelsk |
| Udgivelsesdato | 06-10-2014 |
| Første udgivelsesår | 2014 |
| Serie | Themes in Modern Econometrics |
| Illustrationer | 12 Tables, unspecified; 36 Line drawings, unspecified |
| Originalsprog | United Kingdom |
| Sideantal | 202 |
| Indbinding | Paperback / softback |
| Forlag | Cambridge University Press |
| Sideoplysninger | 202 pages, 12 Tables, unspecified; 36 Line drawings, unspecified |
| Mål | 227 x 151 x 11 |
| ISBN-13 / EAN-13 | 9781107662889 |