A probability metrics approach to financial risk measures
268,95 $

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

268,95 $ 268,95 $
Régulier: 268,95 $
Rabais: 0,00 $ (0%)
Livre numérique non disponible
Résumé
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

Détails
Titre
A probability metrics approach to financial risk measures
Prix
268,95 $
Sujet
Format Poche
Non
Langue
Français/French
Date de publication
2011-03-10
ISBN
9781444392692
Code Interne
2171698
Numéro de produit
2171698
Format numérique
pdf
Protection
Adobe DRM
Entrepôt Numérique
NUMILOG

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