Future perspectives in risk models and finance. (2015)

• Record Type: Book
• Further Information: Note: Alain Bensoussan, Dominique Guegan, Charles S. Tapiero, editors ; Alain Bensoussan [and thirteen others].
• Editors: Bensoussan, Alain; Guegan, Dominique; Tapiero, Charles S
• Other Names: Bensoussan, Alain contributor.
• Contents: Estimation Theory for Generalized Linear Models -- New Distorsion Risk Measure Based on Bimodal Distributions -- Stress Testing Engineering: Risk Vs Incident -- The Skin In The Game Heuristic for Protection Against Tail Events -- The Fragility Theorem -- Financial Modeling, Memory and Mathematical Systems -- Asset price modeling: from Fractional to Multifractional Processes -- Financial Analytics and A Binomial Pricing Model.
• Publisher Details: Cham, Switzerland : Springer
• Publication Date: 2015
• Copyright Date: 2015
• Extent: 1 online resource (325 pages), illustrations
• Subjects: 658.155; Business; Financial risk management; Finance; Finance; Financial risk management; Mathematics -- Applied; Business & Economics -- Economics -- Macroeconomics; Finance & accounting; Macroeconomics; Management science; Operations research; Macroeconomics; Business & Economics -- Operations Research; Operational research
• Languages: English
• ISBNs: 9783319075235; 3319075233; 9783319075242; 3319075241
• Notes: Note: Includes bibliographical references at the end of each chapters and index.; Note: Description based on print version record.
• Access Rights: Legal Deposit; Only available on premises controlled by the deposit library and to one user at any one time; The Legal Deposit Libraries (Non-Print Works) Regulations (UK).
• Access Usage: Restricted: Printing from this resource is governed by The Legal Deposit Libraries (Non-Print Works) Regulations (UK) and UK copyright law currently in force.