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.File in questo prodotto:
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