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Stochastic Dominance and Applications to Finance, Risk and Economics
Language: en
Pages: 456
Authors: Songsak Sriboonchita
Categories: Business & Economics
Type: BOOK - Published: 2009-10-19 - Publisher: CRC Press

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Drawing from many sources in the literature, Stochastic Dominance and Applications to Finance, Risk and Economics illustrates how stochastic dominance (SD) can
Risk Measures with Applications in Finance and Economics
Language: en
Pages: 536
Authors: Michael McAleer
Categories: Business & Economics
Type: BOOK - Published: 2019-07-23 - Publisher: MDPI

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Risk measures play a vital role in many subfields of economics and finance. It has been proposed that risk measures could be analysed in relation to the perform
A Probability Metrics Approach to Financial Risk Measures
Language: en
Pages: 264
Authors: Svetlozar T. Rachev
Categories: Business & Economics
Type: BOOK - Published: 2011-03-10 - Publisher: John Wiley & Sons

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A Probability Metrics Approach to Financial Risk Measures relates the field of probability metrics and risk measures to one another and applies them to finance
Computational Methods for Risk Management in Economics and Finance
Language: en
Pages: 234
Authors: Marina Resta
Categories: Business & Economics
Type: BOOK - Published: 2020-04-02 - Publisher: MDPI

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At present, computational methods have received considerable attention in economics and finance as an alternative to conventional analytical and numerical parad
Handbook in Monte Carlo Simulation
Language: en
Pages: 620
Authors: Paolo Brandimarte
Categories: Business & Economics
Type: BOOK - Published: 2014-06-20 - Publisher: John Wiley & Sons

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An accessible treatment of Monte Carlo methods, techniques, and applications in the field of finance and economics Providing readers with an in-depth and compre