Granularity Theory with Applications to Finance and Insurance
Christian (University of Toronto) Gourieroux, Patrick Gagliardini
Cambridge University Press, 2014
49,75 €On orderDelivery: 2-3 weeks
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.
- ISBN-13
- 9781107662889
- ISBN-10
- 1107662885
- Publisher
- Cambridge University Press
- Year
- 2014
- Publication date
- 2014-10-06
- Pages
- 202
- Dimensions
- 227x151x11
- Weight
- 292