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Viac informácií o knihe Tychastic Measure of Viability Risk

• Parametre knihy
• Anotácia kniha
• Obľúbené z iného súdka

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Anotácia knihy

This book presents a forecasting mechanism of the price intervals for deriving the SCR (solvency capital requirement) eradicating the risk during the exercise period on one hand and measuring the risk by computing the hedging exit time function associating with smaller investments the date until which the value of the portfolio hedges the liabilities on the other. This information, summarized under the term tychastic viability measure of risk is an evolutionary alternative to statistical measures, when dealing with evolutions under uncertainty. The book is written by experts in the field and the target audience primarily comprises research experts and practitioners.

Parametre knihy

Zaradenie knihy Knihy po anglicky Economics, finance, business & management Economics Macroeconomics

• Celý názov: Tychastic Measure of Viability Risk
• Autor: Jean-Pierre Aubin, Luxi Chen, Olivier Dordan
• Jazyk: Angličtina
• Väzba: Pevná
• Počet strán: 126
• EAN: 9783319081281
• ISBN: 3319081284
• ID: 02723698
• Nakladateľ: Springer International Publishing AG
• Hmotnosť: 3435 g
• Rozmery: 235 × 155 × 14 mm
• Dátum vydania: 07. August 2014

Obľúbené z iného súdka

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