Compartir
Stochastic Dominance and Applications to Finance, Risk and Economics (en Inglés)
Wing-Keung Wong
(Autor)
·
Songsak Sriboonchita
(Autor)
·
Sompong Dhompongsa
(Autor)
·
CRC Press
· Tapa Dura
Stochastic Dominance and Applications to Finance, Risk and Economics (en Inglés) - Sriboonchita, Songsak ; Wong, Wing-Keung ; Dhompongsa, Sompong
$ 216.250
$ 432.490
Ahorras: $ 216.240
Elige la lista en la que quieres agregar tu producto o crea una nueva lista
✓ Producto agregado correctamente a la lista de deseos.
Ir a Mis Listas
Origen: Reino Unido
(Costos de importación incluídos en el precio)
Se enviará desde nuestra bodega entre el
Martes 11 de Junio y el
Viernes 21 de Junio.
Lo recibirás en cualquier lugar de Chile entre 1 y 3 días hábiles luego del envío.
Reseña del libro "Stochastic Dominance and Applications to Finance, Risk and Economics (en Inglés)"
Drawing from many sources in the literature, Stochastic Dominance and Applications to Finance, Risk and Economics illustrates how stochastic dominance (SD) can be used as a method for risk assessment in decision making. It provides basic background on SD for various areas of applications. Useful Concepts and Techniques for Economics ApplicationsThe majority of the text presents a systematic exposition of SD, emphasizing rigor and generality. It covers utility theory, multivariate SD, quantile functions, risk modeling, Choquet integrals, other risk measures, statistical inference, nonparametric estimation, hypothesis testing, and econometrics. The remainder of the book explores new applications of SD in finance, risk, and economics. At the beginning of each economic concept, the authors clearly explain only the necessary mathematics so readers are not overburdened with learning nonessential, arduous mathematics.This accessible guide helps readers build a useful repertoire of mathematical tools in decision making under uncertainty, especially in investment science. It provides thorough coverage on the theory of SD, along with many applications to economics and other fields where risk is crucial.
