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Granularity theory with applications to finance and insurance / Patrick Gagliardini, Universita della Svizzera Italiana, Switzerland ; Christian Gourieroux, CREST (Paris) and University of Toronto.
- Format:
- Book
- Author/Creator:
- Gagliardini, Patrick, 1974- author.
- Gourieroux, Christian, 1949- author.
- Series:
- Themes in modern econometrics
- Language:
- English
- Subjects (All):
- Finance--Mathematical models.
- Finance.
- Insurance--Mathematical models.
- Insurance.
- Physical Description:
- 1 online resource (xvi, 186 pages) : illustrations.
- Place of Publication:
- New York, NY : Cambridge University Press, 2014.
- System Details:
- text file
- Contents:
- 1. The standard asymptotic theorems and their limitations
- 2. Gaussian static factor models
- 3. Static qualitative factor model
- 4. Nonlinear dynamic panel data model
- 5. Prediction and basket derivative pricing
- 6. Granularity for risk measures.
- Notes:
- Includes bibliographical references and index.
- Electronic reproduction. Cambridge Available via World Wide Web.
- Description based on print version record.
- Local Notes:
- Acquired for the Penn Libraries with assistance from the Charles R. Anderson Endowment Fund.
- ISBN:
- 9781107709393
- 1107709393
- Publisher Number:
- 99975312363
- 40024203178
- Access Restriction:
- Restricted for use by site license.
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