9781107662889 - Granularity Theory with Applications to Finance and Insurance di Gagliardini, Patrick (19 risultati)

Paperback. Condizione: Like New. First Edition. In nearly new condition: firm and square with strong joints, no creases. Just a few hardly noticeable rubs. Hence a non-text page shows a small 'damaged' stamp. Despite such this book looks and feels unread. Thus the contents are crisp, fresh and tight. And so a very nice book in great condition, now offered for sale at a reasonable price.

Rustica (tapa blanda). Condizione: New. Condizione sovraccoperta: Nuevo. 01. The recent financial crisis has heightened the need for appropriate methodologies for managing and monitoring complex risks in financial markets. The measurement, management, and regulation of risks in portfolios composed of credits, credit derivatives, or life insurance contracts is difficult because of the nonlinearities of risk models, dependencies between individual risks, and the several thousands of contracts in large portfolios. LIBRO.

Condizione: New. pp. 200.

Paperback. Condizione: New. In stock ready to dispatch from the UK.

Condizione: New. pp. 200 36 Illus.

Condizione: Brand New. New. US edition. Expediting shipping for all USA and Europe orders excluding PO Box. Excellent Customer Service.

Condizione: New.

Condizione: New. In.

Paperback. Condizione: New.

Condizione: New. This is a Brand-new US Edition. This Item may be shipped from US or any other country as we have multiple locations worldwide.

Condizione: New. This book provides the first comprehensive overview of the granularity theory and its usefulness for risk analysis, statistical estimation, and derivative pricing. Series: Themes in Modern Econometrics. Num Pages: 202 pages, 36 b/w illus. 12 tables. BIC Classification: KCH. Category: (P) Professional & Vocational. Dimension: 227 x 151 x 11. Weight in Grams: 292. . 2014. Paperback. . . . .

Condizione: New. This book provides the first comprehensive overview of the granularity theory and its usefulness for risk analysis, statistical estimation, and derivative pricing. Series: Themes in Modern Econometrics. Num Pages: 202 pages, 36 b/w illus. 12 tables. BIC Classification: KCH. Category: (P) Professional & Vocational. Dimension: 227 x 151 x 11. Weight in Grams: 292. . 2014. Paperback. . . . . Books ship from the US and Ireland.

Paperback. Condizione: Brand New. 200 pages. 9.25x6.25x0.50 inches. In Stock.

Taschenbuch. Condizione: Neu. Druck auf Anfrage Neuware - Printed after ordering - The recent financial crisis has heightened the need for appropriate methodologies for managing and monitoring complex risks in financial markets. The measurement, management, and regulation of risks in portfolios composed of credits, credit derivatives, or life insurance contracts is difficult because of the nonlinearities of risk models, dependencies between individual risks, and the several thousands of contracts in large portfolios. The granularity principle was introduced in the Basel regulations for credit risk to solve these difficulties in computing capital reserves. In this book, authors Patrick Gagliardini and Christian Gouriéroux provide the first comprehensive overview of the granularity theory and illustrate its usefulness for a variety of problems related to risk analysis, statistical estimation, and derivative pricing in finance and insurance. They show how the granularity principle leads to analytical formulas for risk analysis that are simple to implement and accurate even when the portfolio size is large.

Paperback. Condizione: Brand New. 200 pages. 9.25x6.25x0.50 inches. In Stock. This item is printed on demand.

Paperback. Condizione: new. Paperback. The recent financial crisis has heightened the need for appropriate methodologies for managing and monitoring complex risks in financial markets. The measurement, management, and regulation of risks in portfolios composed of credits, credit derivatives, or life insurance contracts is difficult because of the nonlinearities of risk models, dependencies between individual risks, and the several thousands of contracts in large portfolios. The granularity principle was introduced in the Basel regulations for credit risk to solve these difficulties in computing capital reserves. In this book, authors Patrick Gagliardini and Christian Gourieroux provide the first comprehensive overview of the granularity theory and illustrate its usefulness for a variety of problems related to risk analysis, statistical estimation, and derivative pricing in finance and insurance. They show how the granularity principle leads to analytical formulas for risk analysis that are simple to implement and accurate even when the portfolio size is large. 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. This item is printed on demand. Shipping may be from multiple locations in the US or from the UK, depending on stock availability.

Condizione: New. PRINT ON DEMAND pp. 200.

Paperback. Condizione: new. Paperback. The recent financial crisis has heightened the need for appropriate methodologies for managing and monitoring complex risks in financial markets. The measurement, management, and regulation of risks in portfolios composed of credits, credit derivatives, or life insurance contracts is difficult because of the nonlinearities of risk models, dependencies between individual risks, and the several thousands of contracts in large portfolios. The granularity principle was introduced in the Basel regulations for credit risk to solve these difficulties in computing capital reserves. In this book, authors Patrick Gagliardini and Christian Gourieroux provide the first comprehensive overview of the granularity theory and illustrate its usefulness for a variety of problems related to risk analysis, statistical estimation, and derivative pricing in finance and insurance. They show how the granularity principle leads to analytical formulas for risk analysis that are simple to implement and accurate even when the portfolio size is large. 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. This item is printed on demand. Shipping may be from our UK warehouse or from our Australian or US warehouses, depending on stock availability.

Condizione: New. Dieser Artikel ist ein Print on Demand Artikel und wird nach Ihrer Bestellung fuer Sie gedruckt. 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.