Granularity Theory with Applications to Finance and Insurance - Themes in Modern Econometrics - Patrick Gagliardini - Books - Cambridge University Press - 9781107070837 - October 6, 2014
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Granularity Theory with Applications to Finance and Insurance - Themes in Modern Econometrics


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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.


200 pages, 36 b/w illus. 12 tables

Media Books     Hardcover Book   (Book with hard spine and cover)
Released October 6, 2014
ISBN13 9781107070837
Publishers Cambridge University Press
Pages 202
Dimensions 157 × 235 × 15 mm   ·   420 g
Language English  

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