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Granularity Theory With Applications To Finance And Insurance eBook

by Patrick Gagliardini e Christian Gourieroux
language: english
Publisher: CAMBRIDGE UNIVERSITY PRESS, October of 2014 ‧
38,43€
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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.

Granularity Theory With Applications To Finance And Insurance

by Patrick Gagliardini e Christian Gourieroux

Property Description
ISBN: 9781316054765
Publisher: CAMBRIDGE UNIVERSITY PRESS
Release Date: October of 2014
Language: English
Format: eBook
File Format and Compatibility:
Collection: Themes In Modern Econometrics
Categories: eBooks in English > Economics, Finance and Accounting > Economy
EAN: 9781316054765
Acessibilidade: Ver características de acessibilidade indicadas pelo editor

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