Chapter 12 (Financial Risk Measurement) presents strong arguments for the need to use imprecise previsions in finance. It is shown that theory of imprecise probabilities provides many tools that are closely linked to popular concepts in financial risk measurement, and it enables modelling based on fewer and simpler assumptions than the standard approaches.
Titolo: | Financial Risk Measurement |
Autori: | |
Data di pubblicazione: | 2014 |
Abstract: | Chapter 12 (Financial Risk Measurement) presents strong arguments for the need to use imprecise previsions in finance. It is shown that theory of imprecise probabilities provides many tools that are closely linked to popular concepts in financial risk measurement, and it enables modelling based on fewer and simpler assumptions than the standard approaches. |
Handle: | http://hdl.handle.net/11368/2808523 |
ISBN: | 9780470973813 |
Appare nelle tipologie: | 2.1 Contributo in Volume (Capitolo,Saggio) |
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