A Probability Metrics Approach to Financial Risk Measures
Svetlozar T. Rachev, Stoyan V. Stoyanov, Frank J. Fabozzi CFA
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 measures
- Describes applications in finance and extends them where possible
- Presents the theory of probability metrics in a more accessible form which would be appropriate for non-specialists in the field
- Applications include optimal portfolio choice, risk theory, and numerical methods in finance
- Topics requiring more mathematical rigor and detail are included in technical appendices to chapters
درجه (قاطیغوری(:
کال:
2011
خپرونه:
1
خپرندویه اداره:
Wiley-Blackwell
ژبه:
english
صفحه:
392
ISBN 10:
1405183691
ISBN 13:
9781405183697
فایل:
PDF, 3.88 MB
IPFS:
,
english, 2011