Granularity Theory with Applications to Finance and Insurance, Gagliardini

Автор: Gagliardini
Название: Granularity Theory with Applications to Finance and Insurance
ISBN: 110707083X ISBN-13(EAN): 9781107070837
Издательство: Cambridge Academ
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Цена: 100320.00 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.

Автор: Bhar Ramaprasad
Название: Stochastic Filtering With Applications In Finance
ISBN: 9814304859 ISBN-13(EAN): 9789814304856
Издательство: World Scientific Publishing
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Цена: 121440.00 T
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Описание: Suitable for graduate level courses on stochastic modeling, this title does not intend to give a complete mathematical treatment of different stochastic filtering approaches, but rather to describe them in simple terms and illustrate their application with real historical data for problems normally encountered in these disciplines.

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
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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"--