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00000cam a2200000 7i4500 |
| 001 |
0000074702 |
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20110825093000.0 |
| 008 |
110621s2010 flu eng |
| 020 |
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|a 1420082663 (hardcover : alk. paper)
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| 020 |
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|a 9781420082661 (hardcover : alk. paper)
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| 050 |
0 |
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|a HG106
|b .S76 2010
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| 090 |
0 |
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|a HG106
|b .S76 2010
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| 245 |
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|a Stochastic dominance and applications to finance, risk and economics
|c Songsak Sriboonchitta ... [et al.]
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| 260 |
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|a Boca Raton, Florida :
|b CRC Press ,
|c c2010
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| 300 |
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|a xii, 443 p. ;
|c 25 cm.
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| 500 |
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|a "A Chapman & Hall book."
|
| 504 |
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|a Includes bibliographical references and index
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| 505 |
0 |
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|a 1. Utility in decision theory -- 2. Foundations of stochastic dominance -- 3. Issues in stochastic dominance -- 4. Financial risk measures -- 5. Choquet integrals as risk measures -- 6. Foundational statistics for stochastic dominance -- 7. Models and data in econometrics -- 8. Applications to finance -- 9. Applications to risk management -- 10. Applications to economics
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| 520 |
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|a A guide that helps readers build a useful repertoire of mathematical tools in decision making under uncertainty, especially in investment science. It uses real data and statistical procedures, such as hypothesis testing, to show how SD theory is applied in financial situations
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| 650 |
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0 |
|a Finance
|x Mathematical models
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| 650 |
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0 |
|a Risk
|x Mathematical models
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| 650 |
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|a Statistical decision
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| 650 |
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0 |
|a Stochastic processes
|
| 700 |
0 |
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|a Songsak Sriboonchitta ,
|e author
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| 999 |
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|a 1000140585
|b Book
|c OPEN SHELF (30 DAYS)
|e Gong Badak Campus
|