Financial Risk Measurement

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: 
VICIG, PAOLO
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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