Ludger Rüschendorf 
Mathematical Risk Analysis [PDF ebook] 
Dependence, Risk Bounds, Optimal Allocations and Portfolios

Dukung

The author’s particular interest in the area of risk measures is to combine this theory with the analysis of dependence properties. The present volume gives an introduction of basic concepts and methods in mathematical risk analysis, in particular of those parts of risk theory that are of special relevance to finance and insurance. Describing the influence of dependence in multivariate stochastic models on risk vectors is the main focus of the text that presents main ideas and met...

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Daftar Isi

Preface.-Part I: Stochastic Dependence and Extremal Risk.-1 Copulas, Sklar’s Theorem, and Distributional Transform.- 2 Fréchet Classes, Risk Bounds, and Duality Theory.- ...

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Tentang Penulis

Ludger Rüschendorf, Professor of Mathematical Stochastics, studied Mathematics, Physics and Economics in Münster. Diploma thesis 1972 – Ph D 1974 in Hamburg in Asymp...

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Bahasa Inggris ● Format PDF ● Halaman 408 ● ISBN 9783642335907 ● Ukuran file 3.9 MB ● Penerbit Springer Berlin ● Kota Heidelberg ● Negara DE ● Diterbitkan 2013 ● Diunduh 24 bulan ● Mata uang EUR ● ID 2684908 ● Perlindungan salinan DRM sosial

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