عنوان
پدید آورنده
موضوع
رده
HG106 .G3G7 2014
HG106
.
G3G7
2014
کتابخانه
محل استقرار
INTERNATIONAL STANDARD BOOK NUMBER
(Number (ISBN
9781107070837 (hardback)
NATIONAL BIBLIOGRAPHY NUMBER
Country Code
IR
Number
3882
LANGUAGE OF THE ITEM
.Language of Text, Soundtrack etc
انگلیسی
COUNTRY OF PUBLICATION OR PRODUCTlON
Country of publication
IR
TITLE AND STATEMENT OF RESPONSIBILITY
Title Proper
Granularity theory with applications to finance and insurance
General Material Designation
[Book]
First Statement of Responsibility
/ Patrick Gagliardini, Universita della Svizzera Italiana, Switzerland
Subsequent Statement of Responsibility
; Christian Gourieroux, CREST (Paris) and University of Toronto
.PUBLICATION, DISTRIBUTION, ETC
Place of Publication, Distribution, etc.
New york
Name of Publisher, Distributor, etc.
: cambridge
Date of Publication, Distribution, etc.
, 2014.
PHYSICAL DESCRIPTION
Specific Material Designation and Extent of Item
xvi, 186 pages
Other Physical Details
: illustrations
SERIES
Series Title
(Themes in modern econometrics)
GENERAL NOTES
Text of Note
Language: انگلیسی
NOTES PERTAINING TO PUBLICATION, DISTRIBUTION, ETC.
Text of Note
Print
INTERNAL BIBLIOGRAPHIES/INDEXES NOTE
Text of Note
Includes bibliographical references and index.
CONTENTS NOTE
Text of Note
"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"--Provided by publisher.
TOPICAL NAME USED AS SUBJECT
Finance--Mathematical models
Insurance--Mathematical models
BUSINESS & ECONOMICS / Econometrics.--bisacsh
LIBRARY OF CONGRESS CLASSIFICATION
Class number
HG106
Book number
.
G3G7
2014
PERSONAL NAME - PRIMARY RESPONSIBILITY
Gagliardini, Patrick, 1974
PERSONAL NAME - SECONDARY RESPONSIBILITY
Gourieroux, Christian، 1949
ORIGINATING SOURCE
Country
ایران
old catalog
p
BL
1
a
Y
