Real Options, Ambiguity, Risk and Insurance

Financial engineering has become the focus of widespread media attention as a result of the worldwide financial crisis of recent years. This book is the second in a series dealing with financial engineering from Ajou University in Korea. The main objective of the series is to disseminate recent deve...

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Những tác giả chính: Bensoussan, Alain, Peng, Shige, Sung, Jaeyoung
Định dạng: Sách
Ngôn ngữ:English
Được phát hành: IOS Press 2014
Truy cập trực tuyến:https://scholar.dlu.edu.vn/thuvienso/handle/DLU123456789/36647
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Thư viện lưu trữ: Thư viện Trường Đại học Đà Lạt
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spelling oai:scholar.dlu.edu.vn:DLU123456789-366472023-11-11T05:24:00Z Real Options, Ambiguity, Risk and Insurance Bensoussan, Alain Peng, Shige Sung, Jaeyoung Financial engineering has become the focus of widespread media attention as a result of the worldwide financial crisis of recent years. This book is the second in a series dealing with financial engineering from Ajou University in Korea. The main objective of the series is to disseminate recent developments and important issues in financial engineering to graduate students and researchers, and to provide surveys or pedagogical exposition of important published papers in a broad perspective, as well as analyses of important financial news concerning financial engineering research, practices or regulations. Real Options, Ambiguity, Risk and Insurance, comprises 12 chapters and is divided into three parts. In Part I, five chapters deal with real options analysis, which addresses the issue of investment decisions in complex, innovative or risky projects. Part II presents three chapters on ambiguity. The notion of ambiguity is one of the major breakthroughs in the expected utility theory; ambiguity arises as uncertainties cannot be precisely described in the probability space. Part III consists of four chapters devoted to risk and insurance, and covers mutual insurance for non-traded risks, downside risk management, and credit risk in fixed income markets. 2014-03-18T06:51:36Z 2014-03-18T06:51:36Z 2013 Book 978-1-61499-238-7 https://scholar.dlu.edu.vn/thuvienso/handle/DLU123456789/36647 en application/pdf IOS Press
institution Thư viện Trường Đại học Đà Lạt
collection Thư viện số
language English
description Financial engineering has become the focus of widespread media attention as a result of the worldwide financial crisis of recent years. This book is the second in a series dealing with financial engineering from Ajou University in Korea. The main objective of the series is to disseminate recent developments and important issues in financial engineering to graduate students and researchers, and to provide surveys or pedagogical exposition of important published papers in a broad perspective, as well as analyses of important financial news concerning financial engineering research, practices or regulations. Real Options, Ambiguity, Risk and Insurance, comprises 12 chapters and is divided into three parts. In Part I, five chapters deal with real options analysis, which addresses the issue of investment decisions in complex, innovative or risky projects. Part II presents three chapters on ambiguity. The notion of ambiguity is one of the major breakthroughs in the expected utility theory; ambiguity arises as uncertainties cannot be precisely described in the probability space. Part III consists of four chapters devoted to risk and insurance, and covers mutual insurance for non-traded risks, downside risk management, and credit risk in fixed income markets.
format Book
author Bensoussan, Alain
Peng, Shige
Sung, Jaeyoung
spellingShingle Bensoussan, Alain
Peng, Shige
Sung, Jaeyoung
Real Options, Ambiguity, Risk and Insurance
author_facet Bensoussan, Alain
Peng, Shige
Sung, Jaeyoung
author_sort Bensoussan, Alain
title Real Options, Ambiguity, Risk and Insurance
title_short Real Options, Ambiguity, Risk and Insurance
title_full Real Options, Ambiguity, Risk and Insurance
title_fullStr Real Options, Ambiguity, Risk and Insurance
title_full_unstemmed Real Options, Ambiguity, Risk and Insurance
title_sort real options, ambiguity, risk and insurance
publisher IOS Press
publishDate 2014
url https://scholar.dlu.edu.vn/thuvienso/handle/DLU123456789/36647
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