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Tychastic Measure of Viability Risk

By (author) Jean-Pierre Aubin, By (author) Luxi Chen, By (author) Olivier Dordan

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Price: R 2 153.95

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This book presents a forecasting mechanism of the price intervals for deriving the SCR (solvency capital requirement) eradicating the risk during the exercise period on one hand and measuring the risk by computing the hedging exit time function associating with smaller investments the date until which the value of the portfolio hedges the liabilities on the other. This information, summarized under the term â€œtychastic viability measure of riskâ€ is an evolutionary alternative to statistical measures, when dealing with evolutions under uncertainty. The book is written by experts in the field and the target audience primarily comprises research experts and practitioners.

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The Coming Wave: AI, Power and Our Future

Mustafa Suleyman
Paperback / softback
352 pages
was: R 295.95
now: R 265.95
Stock is usually dispatched in 6-12 days from date of order

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The Order of Time

Carlo Rovelli
Paperback / softback
224 pages
was: R 295.95
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Originally published in Italian: L'ordine del tempo (Milan: Adelphi Edizioni, 2017).

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Helgoland: The Strange and Beautiful Story of Quantum Physics

Carlo Rovelli
Paperback / softback
208 pages
was: R 295.95
now: R 265.95
Available from overseas. Usually dispatched in 3 to 6 weeks

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