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Stochastic models in risk theory and management accounting

Stochastic models in risk theory and management accounting;

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Extreme Risk Management

portfolio management provides a real and much-needed alternative to the stochastic models used so far. Providing an alternative tool for risk;

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Handbook of Quantitative Finance and Risk Management

covers options and option pricing theory and risk management. Volume 3 presents a wide variety of models and analytical tools. Throughout, the;

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Quantitative Financial Risk Management

Financial Risk Management: Theory and Practice provides an invaluable guide to the most recent and innovative research on the topics of financial;

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Stochastic Orders in Reliability and Risk

Stochastic Orders in Reliability and Risk Management is composed of 19 contributions on the theory of stochastic orders, stochastic;

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Advances in Quantitative Analysis of Finance and Accounting

, earnings management, equity market, auditing, option pricing theory, and interest rate theory. In this volume there are eleven chapters, five;

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New Frontiers in Enterprise Risk Management

enterprise risk management, and the role of risk in decision making. Part I introduces the topic of enterprise risk management. Part II presents;

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New Frontiers in Enterprise Risk Management

enterprise risk management, and the role of risk in decision making. Part I introduces the topic of enterprise risk management. Part II presents;

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Cambridge Tracts in Mathematics

theoretical understanding and also with applications. These arise in a variety of situations as diverse as stochastic models of learning, branching;

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Distributions in Stochastic Network Models

This monograph presents important research results in the areas of queuing theory, risk theory, graph theory and reliability theory. The;

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Lectures on Stochastic Programming

principle. The book also includes the theory of two-stage and multistage stochastic programming problems; the current state of the theory on chance;

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Actuarial Theory for Dependent Risks

vital.Combining coverage of stochastic order and risk measure theories with the basics of risk management and stochastic dependence, this book provides an;

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Risk Analysis in Stochastic Supply Chains

risk management in finance. Despite the significance and popularity of MR-related approaches in finance, their applications in studying multi;

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Asymptotic Statistics in Insurance Risk Theory

Gerber-Shiu's discounted penalty function, both of which are useful in insurance risk management and in financial credit risk analysis. In those;

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Problems In Portfolio Theory And The Fundamentals Of Financial Decision Making

asset pricing, utility theory, stochastic dominance, risk aversion and static portfolio theory, risk measures, dynamic portfolio theory and;

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The Routledge Companion to Accounting and Risk

areas: The broader aspects of risk and risk management Risk in financial reporting Risk in management accounting;

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The Routledge Companion to Accounting and Risk

areas: The broader aspects of risk and risk management Risk in financial reporting Risk in management accounting Risk monitoring;

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Stochastic Models of Financial Mathematics

basics of probability theory. Some basic knowledge of stochastic integration and differential equations theory is preferable, although all;

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Theory of Financial Risk and Derivative Pricing

working in econophysics and mathematical finance, and for quantitative analysts working on risk management, derivative pricing and quantitative;

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Theory of Financial Risk and Derivative Pricing

working in econophysics and mathematical finance, and for quantitative analysts working on risk management, derivative pricing and quantitative;

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Dynamic And Stochastic Efficiency Analysis

This book extends the dynamic and stochastic analysis of economic efficiency by using the recent techniques of data envelopment;

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Stochastic Optimization

including financial modeling, risk management, and probabilistic risk analysis. Major topics in this volume include: (1) advances in theory and;

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Risk-Neutral Valuation

theory behind the risk-neutral valuation principle and its application to the pricing and hedging of financial derivatives. On the probabilistic;

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Stochastic Economic Dynamics

; investment and employment cycles; stochastic control theory; and risk aversion. The works collected in this book serves to bridge the old;

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Basic Stochastic Processes

self-contained for the main audience formed by actuaries and particularly with ERM (enterprise risk management) certificates, insurance risk;

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Optimal Statistical Inference in Financial Engineering

option pricing theory, the statistical estimation for portfolio coefficients, and value-at-risk (VaR) problems via residual empirical return;

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Advanced Stochastic Models, Risk Assessment, and Portfolio Optimization

illustrate a range of applications to optimal portfolio choice and risk theory, as well as applications to the area of computational finance that may;

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