Home

Powered by Lingsoft® Search Expander Read more
 
Advanced search

My Bookshelf
RSS
 

A Probability Metrics Approach to Financial Risk Measures

A Probability Metrics Approach to Financial Risk Measures 
Author(s)  


Publisher  John Wiley and Sons, Inc.
Publication year  2011
Language  en
Edition  1
Imprint  Wiley-Blackwell
Page amount  352 pages
Category  Not classified
Price  163,70 €

     ISBN 9781444392708
 
 
DRM Restrictions
Printing  106 pages with an additional page accrued every 7 hours, capped at 106 pages
Copy to clipboard  18 excerpts
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
 
We do not deliver the extra material sometimes included in printed books (CDs or DVDs).


Share |

 

Shopping cart

There are no products in your shopping cart.

0 Items 0,00 €