Granularity Theory With Applications To Finance And Insurance
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Granularity Theory With Applications To Finance And Insurance
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Author : Patrick Gagliardini
language : en
Publisher: Cambridge University Press
Release Date : 2014-10-06
Granularity Theory With Applications To Finance And Insurance written by Patrick Gagliardini and has been published by Cambridge University Press this book supported file pdf, txt, epub, kindle and other format this book has been release on 2014-10-06 with Business & Economics categories.
This book provides the first comprehensive overview of the granularity theory and its usefulness for risk analysis, statistical estimation, and derivative pricing.
Granularity Theory With Application To Finance And Insurance
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Author : Christian Gouriéroux
language : en
Publisher:
Release Date : 2011
Granularity Theory With Application To Finance And Insurance written by Christian Gouriéroux and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 2011 with categories.
Elements Of Financial Risk Management
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Author : Peter Christoffersen
language : en
Publisher: Academic Press
Release Date : 2011-11-10
Elements Of Financial Risk Management written by Peter Christoffersen and has been published by Academic Press this book supported file pdf, txt, epub, kindle and other format this book has been release on 2011-11-10 with Business & Economics categories.
The Second Edition of this best-selling book expands its advanced approach to financial risk models by covering market, credit, and integrated risk. With new data that cover the recent financial crisis, it combines Excel-based empirical exercises at the end of each chapter with online exercises so readers can use their own data. Its unified GARCH modeling approach, empirically sophisticated and relevant yet easy to implement, sets this book apart from others. Five new chapters and updated end-of-chapter questions and exercises, as well as Excel-solutions manual, support its step-by-step approach to choosing tools and solving problems. Examines market risk, credit risk, and operational risk Provides exceptional coverage of GARCH models Features online Excel-based empirical exercises
Econometric Analysis Of Stochastic Dominance
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Author : Yoon-Jae Whang
language : en
Publisher: Cambridge University Press
Release Date : 2019-01-31
Econometric Analysis Of Stochastic Dominance written by Yoon-Jae Whang and has been published by Cambridge University Press this book supported file pdf, txt, epub, kindle and other format this book has been release on 2019-01-31 with Business & Economics categories.
Provides a comprehensive analysis of stochastic dominance through coverage of concepts, methods of estimation, inferential tools, and applications.
Structural Vector Autoregressive Analysis
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Author : Lutz Kilian
language : en
Publisher: Cambridge University Press
Release Date : 2017-11-23
Structural Vector Autoregressive Analysis written by Lutz Kilian and has been published by Cambridge University Press this book supported file pdf, txt, epub, kindle and other format this book has been release on 2017-11-23 with Business & Economics categories.
This book discusses the econometric foundations of structural vector autoregressive modeling, as used in empirical macroeconomics, finance, and related fields.
Almost All About Unit Roots
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Author : In Choi
language : en
Publisher: Cambridge University Press
Release Date : 2015-05-12
Almost All About Unit Roots written by In Choi and has been published by Cambridge University Press this book supported file pdf, txt, epub, kindle and other format this book has been release on 2015-05-12 with Business & Economics categories.
Many economic theories depend on the presence or absence of a unit root for their validity, making familiarity with unit roots extremely important to econometric and statistical theory. This book introduces the literature on unit roots in a comprehensive manner to empirical and theoretical researchers in economics and other areas.
Handbook Of Granular Computing
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Author : Witold Pedrycz
language : en
Publisher: John Wiley & Sons
Release Date : 2008-07-31
Handbook Of Granular Computing written by Witold Pedrycz and has been published by John Wiley & Sons this book supported file pdf, txt, epub, kindle and other format this book has been release on 2008-07-31 with Technology & Engineering categories.
Although the notion is a relatively recent one, the notions and principles of Granular Computing (GrC) have appeared in a different guise in many related fields including granularity in Artificial Intelligence, interval computing, cluster analysis, quotient space theory and many others. Recent years have witnessed a renewed and expanding interest in the topic as it begins to play a key role in bioinformatics, e-commerce, machine learning, security, data mining and wireless mobile computing when it comes to the issues of effectiveness, robustness and uncertainty. The Handbook of Granular Computing offers a comprehensive reference source for the granular computing community, edited by and with contributions from leading experts in the field. Includes chapters covering the foundations of granular computing, interval analysis and fuzzy set theory; hybrid methods and models of granular computing; and applications and case studies. Divided into 5 sections: Preliminaries, Fundamentals, Methodology and Algorithms, Development of Hybrid Models and Applications and Case Studies. Presents the flow of ideas in a systematic, well-organized manner, starting with the concepts and motivation and proceeding to detailed design that materializes in specific algorithms, applications and case studies. Provides the reader with a self-contained reference that includes all pre-requisite knowledge, augmented with step-by-step explanations of more advanced concepts. The Handbook of Granular Computing represents a significant and valuable contribution to the literature and will appeal to a broad audience including researchers, students and practitioners in the fields of Computational Intelligence, pattern recognition, fuzzy sets and neural networks, system modelling, operations research and bioinformatics.
The Domain Theory
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Author : Alistair Sutcliffe
language : en
Publisher: CRC Press
Release Date : 2002-03-01
The Domain Theory written by Alistair Sutcliffe and has been published by CRC Press this book supported file pdf, txt, epub, kindle and other format this book has been release on 2002-03-01 with Computers categories.
Is this book about patterns? Yes and no. It is about software reuse and representation of knowledge that can be reapplied in similar situations; however, it does not follow the classic Alexandine conventions of the patterns community--i.e. Problem- solution- forces- context- example, etc. Chapter 6 on claims comes close to classic patterns, and the whole book can be viewed as a patterns language of abstract models for software engineering and HCI. So what sort of patterns does it contain? Specifications, conceptual models, design advice, but sorry not code. Plenty of other C++ code pattern books (see PLOP series). Nearest relative in published patterns books are Fowler's (1995) Analysis Patterns: Reusable object models and Coad, North and Mayfield. What do you mean by a Domain Theory? Not domains in the abstract mathematical sense, but domains in the knowledge--natural language sense, close to the everyday meaning when we talk about the application domain of a computer system, such as car rental, satellite tracking, whatever. The book is an attempt to answer the question ' what are the abstractions behind car rental, satellite tracking' so good design solutions for those problems can be reused. I work in industry, so what's in it for me? A new way of looking at software reuse, ideas for organizing a software and knowledge reuse program, new processes for reusing knowledge in requirements analysis, conceptual modeling and software specification. I am an academic, should I be interested? Yes if your research involves software engineering, reuse, requirements engineering, human computer interaction, knowledge engineering, ontologies and knowledge management. For teaching it may be useful for Master courses on reuse, requirements and knowledge engineering. More generally if you are interested in exploring what the concept of abstraction is when you extend it beyond programming languages, formal specificati
Contemporary Trends And Challenges In Finance
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Author : Krzysztof Jajuga
language : en
Publisher: Springer Nature
Release Date : 2020-05-06
Contemporary Trends And Challenges In Finance written by Krzysztof Jajuga and has been published by Springer Nature this book supported file pdf, txt, epub, kindle and other format this book has been release on 2020-05-06 with Business & Economics categories.
This volume features a selection of contributions presented at the 2019 Wroclaw Conference in Finance, covering a wide range of topics in finance and financial economics, e.g. financial markets; monetary policy; corporate, personal and public finance; and risk management and insurance. Reflecting the diversity and richness of research in the field, the papers discuss both fundamental and applied finance, and offer a detailed analysis of current financial-market problems, including specifics of the Polish and Central European markets. They also examine the results of advanced financial modeling. Accordingly, the proceedings offer a valuable resource for researchers at universities and policy institutions, as well as graduate students and practitioners in economics and finance at both private and government organizations.
Quantitative Risk Management
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Author : Alexander J. McNeil
language : en
Publisher: Princeton University Press
Release Date : 2015-05-26
Quantitative Risk Management written by Alexander J. McNeil and has been published by Princeton University Press this book supported file pdf, txt, epub, kindle and other format this book has been release on 2015-05-26 with Business & Economics categories.
This book provides the most comprehensive treatment of the theoretical concepts and modelling techniques of quantitative risk management. Whether you are a financial risk analyst, actuary, regulator or student of quantitative finance, Quantitative Risk Management gives you the practical tools you need to solve real-world problems. Describing the latest advances in the field, Quantitative Risk Management covers the methods for market, credit and operational risk modelling. It places standard industry approaches on a more formal footing and explores key concepts such as loss distributions, risk measures and risk aggregation and allocation principles. The book's methodology draws on diverse quantitative disciplines, from mathematical finance and statistics to econometrics and actuarial mathematics. A primary theme throughout is the need to satisfactorily address extreme outcomes and the dependence of key risk drivers. Proven in the classroom, the book also covers advanced topics like credit derivatives. Fully revised and expanded to reflect developments in the field since the financial crisis Features shorter chapters to facilitate teaching and learning Provides enhanced coverage of Solvency II and insurance risk management and extended treatment of credit risk, including counterparty credit risk and CDO pricing Includes a new chapter on market risk and new material on risk measures and risk aggregation