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Granularity Theory with Applications to Finance and Insurance

Om Granularity Theory with Applications to Finance and Insurance

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.

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  • Språk:
  • Engelsk
  • ISBN:
  • 9781107662889
  • Bindende:
  • Paperback
  • Sider:
  • 202
  • Utgitt:
  • 6 oktober 2014
  • Dimensjoner:
  • 151x227x11 mm.
  • Vekt:
  • 292 g.
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Leveringstid: 2-4 uker
Forventet levering: 24 juli 2024

Beskrivelse av Granularity Theory with Applications to Finance and Insurance

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.

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