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Synopsis
This book provides the first comprehensive overview of the granularity theory and its usefulness for risk analysis, statistical estimation, and derivative pricing.
Les informations fournies dans la section « Synopsis » peuvent faire référence à une autre édition de ce titre.
À propos des auteurs
Patrick Gagliardini is full Professor of Econometrics at Università della Svizzera italiana, Lugano, Switzerland. He graduated from the ETH in Zürich with a degree in physics in 1998 and received his PhD in economics from the University of Lugano in 2003. He has also held a position of assistant professor at the University of St Gallen. His research interests lie in econometrics and financial econometrics and focus especially on large-scale factor models, credit risk, asset pricing, and semi- and non-parametric methods. He is coauthor of research articles published in Econometrica, the Review of Financial Studies, the Journal of Econometrics, and Econometric Theory.
Christian Gouriéroux is director of the Laboratory of Finance and Insurance at the Center for Research in Economics and Statistics (CREST) in Paris and professor at the University of Toronto. He has published numerous papers on both theoretical and applied econometrics, with a special emphasis on credit, finance, insurance, and systemic risk. He is the coauthor of Statistics and Econometric Models and Time Series and Dynamic Models, both published by Cambridge University Press, and of Financial Econometrics and Econometrics of Individual Risks. He has also received the Tjalling C. Koopmans Econometric Theory Prize. Gouriéroux was scientific adviser for credit scoring and implementation of Basel regulation at BNP Paribas. He is a member of the scientific committees of the French Financial Market Authority and the Prudential Supervision and Resolution Authority.
Les informations fournies dans la section « A propos du livre » peuvent faire référence à une autre édition de ce titre.
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Granularity Theory with Applications to Finance and Insurance (Themes in Modern Econometrics)
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Cambridge University Press, 2014
ISBN 10 : 110707083X
ISBN 13 : 9781107070837
Neuf
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Granularity Theory with Applications to Finance and Insurance (Hardcover)
Edité par
Cambridge University Press, Cambridge, 2014
ISBN 10 : 110707083X
ISBN 13 : 9781107070837
Neuf
Couverture rigide
Vendeur : Grand Eagle Retail, Bensenville, IL, Etats-Unis
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Hardcover. Etat : new. Hardcover. 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. Shipping may be from multiple locations in the US or from the UK, depending on stock availability. N° de réf. du vendeur 9781107070837
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Granularity Theory With Applications to Finance and Insurance
Edité par
Cambridge Univ Pr, 2014
ISBN 10 : 110707083X
ISBN 13 : 9781107070837
Neuf
Couverture rigide
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Hardcover. Etat : Brand New. 200 pages. 9.50x6.50x0.50 inches. In Stock. This item is printed on demand. N° de réf. du vendeur __110707083X
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Granularity Theory with Applications to Finance and Insurance (Themes in Modern Econometrics)
Edité par
Cambridge University Press, 2014
ISBN 10 : 110707083X
ISBN 13 : 9781107070837
Neuf
Couverture rigide
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Granularity Theory with Applications to Finance and Insurance (Hardcover)
Edité par
Cambridge University Press, Cambridge, 2014
ISBN 10 : 110707083X
ISBN 13 : 9781107070837
Neuf
Couverture rigide
Vendeur : CitiRetail, Stevenage, Royaume-Uni
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Hardcover. Etat : new. Hardcover. 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. Shipping may be from our UK warehouse or from our Australian or US warehouses, depending on stock availability. N° de réf. du vendeur 9781107070837
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Granularity Theory With Applications to Finance and Insurance
Edité par
Cambridge Univ Pr, 2014
ISBN 10 : 110707083X
ISBN 13 : 9781107070837
Neuf
Couverture rigide
Vendeur : Revaluation Books, Exeter, Royaume-Uni
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Hardcover. Etat : Brand New. 200 pages. 9.50x6.50x0.50 inches. In Stock. N° de réf. du vendeur x-110707083X
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Granularity Theory with Applications to Finance and Insurance
Edité par
Cambridge University Press, 2014
ISBN 10 : 110707083X
ISBN 13 : 9781107070837
Neuf
Couverture rigide
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Gebunden. Etat : 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. N° de réf. du vendeur 477435689
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Granularity Theory with Applications to Finance and Insurance (Hardcover)
Edité par
Cambridge University Press, Cambridge, 2014
ISBN 10 : 110707083X
ISBN 13 : 9781107070837
Neuf
Couverture rigide
Vendeur : AussieBookSeller, Truganina, VIC, Australie
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Hardcover. Etat : new. Hardcover. 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. Shipping may be from our Sydney, NSW warehouse or from our UK or US warehouse, depending on stock availability. N° de réf. du vendeur 9781107070837
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Granularity Theory with Applications to Finance and Insurance
Edité par
Cambridge University Press, 2014
ISBN 10 : 110707083X
ISBN 13 : 9781107070837
Neuf
Couverture rigide
Vendeur : AHA-BUCH GmbH, Einbeck, Allemagne
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Buch. Etat : 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. N° de réf. du vendeur 9781107070837
Quantité disponible : 1 disponible(s)