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Destinos, gastos y plazos de envíoLibrería: Books From California, Simi Valley, CA, Estados Unidos de America
hardcover. Condición: Fine. Nº de ref. del artículo: mon0003541038
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Librería: Kuba Libri, Prague, Republica Checa
Hardcover. Condición: New. Nº de ref. del artículo: 010645
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Librería: PBShop.store US, Wood Dale, IL, Estados Unidos de America
HRD. Condición: New. New Book. Shipped from UK. Established seller since 2000. Nº de ref. del artículo: FM-9781009367165
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HRD. Condición: New. New Book. Shipped from UK. Established seller since 2000. Nº de ref. del artículo: FM-9781009367165
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Librería: Revaluation Books, Exeter, Reino Unido
Hardcover. Condición: Brand New. 344 pages. 9.84x6.89x0.98 inches. In Stock. Nº de ref. del artículo: __1009367161
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Librería: GreatBookPrices, Columbia, MD, Estados Unidos de America
Condición: New. Nº de ref. del artículo: 46259303-n
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Librería: THE SAINT BOOKSTORE, Southport, Reino Unido
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Librería: Grand Eagle Retail, Fairfield, OH, Estados Unidos de America
Hardcover. Condición: new. Hardcover. This book provides the first systematic treatment of model risk, outlining the tools needed to quantify model uncertainty, to study its effects, and, in particular, to determine the best upper and lower risk bounds for various risk aggregation functionals of interest. Drawing on both numerical and analytical examples, this is a thorough reference work for actuaries, risk managers, and regulators. Supervisory authorities can use the methods discussed to challenge the models used by banks and insurers, and banks and insurers can use them to prioritize the activities on model development, identifying which ones require more attention than others. In sum, it is essential reading for all those working in portfolio theory and the theory of financial and engineering risk, as well as for practitioners in these areas. It can also be used as a textbook for graduate courses on risk bounds and model uncertainty. The first systematic treatment of model risk, this book provides the tools needed to quantify and assess the impact of model uncertainty. It will be essential for all those working in portfolio theory and the theory of financial and engineering risk, for practitioners in these areas, and for graduate courses on risk bounds and model uncertainty. Shipping may be from multiple locations in the US or from the UK, depending on stock availability. Nº de ref. del artículo: 9781009367165
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Condición: As New. Unread book in perfect condition. Nº de ref. del artículo: 46259303
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Librería: CitiRetail, Stevenage, Reino Unido
Hardcover. Condición: new. Hardcover. This book provides the first systematic treatment of model risk, outlining the tools needed to quantify model uncertainty, to study its effects, and, in particular, to determine the best upper and lower risk bounds for various risk aggregation functionals of interest. Drawing on both numerical and analytical examples, this is a thorough reference work for actuaries, risk managers, and regulators. Supervisory authorities can use the methods discussed to challenge the models used by banks and insurers, and banks and insurers can use them to prioritize the activities on model development, identifying which ones require more attention than others. In sum, it is essential reading for all those working in portfolio theory and the theory of financial and engineering risk, as well as for practitioners in these areas. It can also be used as a textbook for graduate courses on risk bounds and model uncertainty. The first systematic treatment of model risk, this book provides the tools needed to quantify and assess the impact of model uncertainty. It will be essential for all those working in portfolio theory and the theory of financial and engineering risk, for practitioners in these areas, and for graduate courses on risk bounds and model uncertainty. Shipping may be from our UK warehouse or from our Australian or US warehouses, depending on stock availability. Nº de ref. del artículo: 9781009367165
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