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.

Financial Risk Measurement

VICIG, PAOLO
2014-01-01

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.
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Utilizza questo identificativo per citare o creare un link a questo documento: https://hdl.handle.net/11368/2808523
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