Titlebook: Risk Measures and Attitudes; Francesca Biagini,Andreas Richter,Harris Schlesing Textbook 2013 Springer-Verlag London 2013 Credit Risk.Down

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Risk Measures and Attitudes978-1-4471-4926-2Series ISSN 1869-6929 Series E-ISSN 1869-6937

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https://doi.org/10.1007/978-1-4471-4926-2Credit Risk; Downside Risk; Risk Attitudes; Risk Measures; Stochastic Dominance; Value at Risk; quantitati

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Diffusion-Based Models for Financial Markets Without Martingale Measuresent literature, we provide necessary and sufficient conditions for market viability in terms of the . process and .. Regardless of the existence of a martingale measure, we show that the financial market may still be complete and contingent claims can be valued under the original (.) probability measure, provided that we use as numéraire the ..

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Textbook 2013th risk measures and risk attitudes are inevitably intertwined. The settings under which this is discussed include?portfolio choice, mitigating credit risk and comparing risky alternatives..This book will be a useful study aid for students and researchers of actuarial science or risk management as well as practitioners..