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Stochastic Taylor expansions and saddlepoint approximations for risk management
| Metadata Label | Value |
|---|---|
| Author(s): | Studer, Michael |
| Publisher: | Unknown |
| Citation: | Studer, Michael. Stochastic Taylor expansions and saddlepoint approximations for risk management. (2001). http://dx.doi.org/10.3929/ethz-a-004232555 |
| Document Type: | Doctoral and Habilitation Theses |
| Documents: |
Abstract
(12.07KB),
Fulltext
(5.47MB) |
Detailed Information
| Metadata | Description |
|---|---|
| Title | Stochastic Taylor expansions and saddlepoint approximations for risk management |
| Author(s) | Studer, Michael |
| Publication Place | Zürich |
| Publication Date | 2001 |
| Notes | Diss., Mathematische Wissenschaften ETH Zürich, Nr. 14242, 2001 |
| Language | English |
| DOI | http://dx.doi.org/10.3929/ethz-a-004232555 |
| Subject(s) | Mathematical Statistics |
| Keyword(s) |
RISK MANAGEMENT EMERGENCY MANAGEMENT BUSINESS MANAGEMENT TAYLOR FORMULA IN THE REAL DOMAIN MATHEMATICAL ANALYSIS STOCHASTIC MODELS STOCHASTIC SIMULATION PROBABILITY THEORY RISK THEORY SADDLEPOINT APPROXIMATION VALUE-AT-RISK MODELS FINANCIAL MATHEMATICS EDGEWORTH EXPANSION |
| Description | File Name | MIME Type | Size |
|---|---|---|---|
| Abstract |
eth-24333-01.pdf |
application/pdf | 12.07KB |
| Fulltext |
eth-24333-02.pdf |
application/pdf | 5.47MB |
| Description | URL |
|---|---|
| NEBIS Link | http://opac.nebis.ch/F/?local_base=NEBIS&func=find-b&find_code=SYS&request=004232555 |
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E-Collection record created: Fri, 18 Apr 2008, 23:04:19 CET