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Основной контент книги A Probability Metrics Approach to Financial Risk Measures
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Book duration 393 pages

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A Probability Metrics Approach to Financial Risk Measures

Читайте только на Литрес

The book cannot be downloaded as a file, but can be read in our app or online on the website.

$224.94

About the book

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... 

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Book Svetlozar T. Rachev, Stoyan V. Stoyanov «A Probability Metrics Approach to Financial Risk Measures» — read online on the website. Leave comments and reviews, vote for your favorites.
Age restriction:
0+
Release date on Litres:
28 September 2018
Volume:
393 p.
ISBN:
9781444392692
Total size:
2.9 МБ
Total number of pages:
393
Publisher:
Copyright holder:
John Wiley & Sons Limited
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