Granularity Theory with Applications to Finance and Insurance, Gagliardini

Автор: Francois Longin
Название: Extreme Events in Finance - A Handbook of Extreme Value Theory and its Applications
ISBN: 1118650190 ISBN-13(EAN): 9781118650196
Издательство: Wiley
Рейтинг:
Цена: 138280.00 T
Наличие на складе: Поставка под заказ.
Описание: "Extreme Events in Finance: A Handbook of Extreme Value Theory and its Applications features a combination of the theory, methods, and applications of extreme value theory (EVT) in finance as well as a practical understanding of market behavior including both ordinary and extraordinary conditions"--

Автор: Gagliardini
Название: Granularity Theory with Applications to Finance and Insurance
ISBN: 1107662885 ISBN-13(EAN): 9781107662889
Издательство: Cambridge Academ
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Цена: 29570.00 T
Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: 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.