A Probability Metrics Approach to Financial Risk Measures

Main
Business & Economics
A Probability Metrics Approach to...

A Probability Metrics Approach to Financial Risk Measures

Name: A Probability Metrics Approach to Financial Risk Measures
ISBN: 9781405183697

Svetlozar T. Rachev, Stoyan V. Stoyanov, Frank J. Fabozzi CFA

0 / 0

0 comments

你有多喜歡這本書？

文件的質量如何？

下載本書進行質量評估

下載文件的質量如何？

A Probability Metrics Approach to Financial Risk Measures relates the field of probability metrics and risk measures to one another and applies them to finance for the first time.Helps to answer the question: which risk measure is best for a given problem?Finds new relations between existing classes of risk measuresDescribes applications in finance and extends them where possiblePresents the theory of probability metrics in a more accessible form which would be appropriate for non-specialists in the fieldApplications include optimal portfolio choice, risk theory, and numerical methods in financeTopics requiring more mathematical rigor and detail are included in technical appendices to chapters

類別:

Business & Economics

年:

2011

版本:

出版商:

Wiley-Blackwell

語言:

english

頁數:

392

ISBN 10: