Download e-book for iPad: A Probability Metrics Approach to Financial Risk Measures by Svetlozar T. Rachev,Stoyan V. Stoyanov,Frank J. Fabozzi

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

A chance Metrics method of monetary hazard Measures relates the sphere of likelihood metrics and hazard measures to each other and applies them to finance for the 1st time.

  • Helps to respond to the query: which threat degree is healthier for a given problem?
  • Finds new kin among present periods of chance measures
  • Describes purposes in finance and extends them the place possible
  • Presents the speculation of likelihood metrics in a extra obtainable shape which might be acceptable for non-specialists within the field
  • Applications contain optimum portfolio selection, hazard thought, and numerical tools in finance
  • Topics requiring extra mathematical rigor and aspect are incorporated in technical appendices to chapters

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A Probability Metrics Approach to Financial Risk Measures by Svetlozar T. Rachev,Stoyan V. Stoyanov,Frank J. Fabozzi

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