A probability metrics approach to financial risk measures
$307.95

A probability metrics approach to financial risk measures

FRANK J. FABOZZI, SVETLOZAR T. RACHEV


A probability metrics approach to financial risk measures

FRANK J. FABOZZI, SVETLOZAR T. RACHEV

$307.95 $307.95
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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

Details
Title
A probability metrics approach to financial risk measures
Price
$307.95
Sujet
Format Poche
No
Language
Français/French
Publication Date
2011-03-10
ISBN
9781444392692
Internal Code
2171698
Product Number
2171698
Numeric format
pdf
Protection
Adobe DRM
Digital Warehouse
NUMILOG

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