Get A Probability Metrics Approach to Financial Risk Measures PDF

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

ISBN-10: 1405183691

ISBN-13: 9781405183697

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

  • Helps to reply to the query: which chance degree is healthier for a given problem?
  • Finds new family members among current periods of probability measures
  • Describes purposes in finance and extends them the place possible
  • Presents the idea of chance metrics in a extra obtainable shape which might be applicable for non-specialists within the field
  • Applications comprise optimum portfolio selection, chance conception, and numerical tools in finance
  • Topics requiring extra mathematical rigor and element 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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