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Synopsis
Drawing from many sources in the literature, Stochastic Dominance and Applications to Finance, Risk and Economics illustrates how stochastic dominance (SD) can be used as a method for risk assessment in decision making. It provides basic background on SD for various areas of applications.
Useful Concepts and Techniques for Economics Applications
The majority of the text presents a systematic exposition of SD, emphasizing rigor and generality. It covers utility theory, multivariate SD, quantile functions, risk modeling, Choquet integrals, other risk measures, statistical inference, nonparametric estimation, hypothesis testing, and econometrics. The remainder of the book explores new applications of SD in finance, risk, and economics. At the beginning of each economic concept, the authors clearly explain only the necessary mathematics so readers are not overburdened with learning nonessential, arduous mathematics.
This accessible guide helps readers build a useful repertoire of mathematical tools in decision making under uncertainty, especially in investment science. It provides thorough coverage on the theory of SD, along with many applications to economics and other fields where risk is crucial.
Les informations fournies dans la section « Synopsis » peuvent faire référence à une autre édition de ce titre.
À propos de l?auteur
Songsak Sriboonchitta is an associate professor and dean of the Faculty of Economics at Chiang Mai University in Thailand.
Wing-Keung Wong is a professor of economics at Hong Kong Baptist University in China.
Sompong Dhompongsa is a professor of mathematics at Chiang Mai University in Thailand.
Hung T. Nguyen is a professor of mathematical sciences at New Mexico State University in Las Cruces.
Les informations fournies dans la section « A propos du livre » peuvent faire référence à une autre édition de ce titre.
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Stochastic Dominance and Applications to Finance, Risk and Economics
Edité par
Chapman and Hall/CRC Press, 2009
ISBN 10 : 1420082663
ISBN 13 : 9781420082661
Ancien ou d'occasion
Couverture rigide
Vendeur : Salish Sea Books, Bellingham, WA, Etats-Unis
Évaluation du vendeur 5 sur 5 étoiles
Etat : Good. Good++; Hardcover; Withdrawn library copy with minimal library markings; Covers are still glossy; Library stamps to the top & bottom textblock edges; Endpapers and text pages are clean & unmarked; Binding is excellent with a straight spine; This book will be stored and delivered in a sturdy cardboard box with foam padding; Medium Format (8.5" - 9.75" tall); Blue and white covers with title in white lettering; 2009, Chapman and Hall/CRC Press; 455 pages; "Stochastic Dominance and Applications to Finance, Risk and Economics," by Songsak Sriboonchita, et al. N° de réf. du vendeur SKU-W20HA12021010
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Stochastic Dominance and Applications to Finance, Risk and Economics
Edité par
Taylor & Francis Ltd, 2009
ISBN 10 : 1420082663
ISBN 13 : 9781420082661
Ancien ou d'occasion
Couverture rigide
Vendeur : Buchpark, Trebbin, Allemagne
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Etat : Sehr gut. Zustand: Sehr gut | Sprache: Englisch | Produktart: Bücher. N° de réf. du vendeur 4207973/2
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Image d'archives
Stochastic Dominance and Applications to Finance, Risk and Economics
Edité par
Chapman and Hall/CRC, 2009
ISBN 10 : 1420082663
ISBN 13 : 9781420082661
Ancien ou d'occasion
Couverture rigide
Vendeur : Mispah books, Redhill, SURRE, Royaume-Uni
Évaluation du vendeur 4 sur 5 étoiles
Hardcover. Etat : Like New. Like New. book. N° de réf. du vendeur ERICA75814200826636
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