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Rachev, Svetlozar T.

A Probability Metrics Approach to Financial Risk Measures

Rachev, Svetlozar T. - A Probability Metrics Approach to Financial Risk Measures, ebook

163,70€

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ISBN: 9781444392708
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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

Author(s)
 
 
Publisher
John Wiley and Sons, Inc.
Publication year
2011
Language
en
Edition
1
Page amount
352 pages
Categories
Natural Sciences
 
General Works
Format
Ebook
eISBN (ePUB)
9781444392708
Printed ISBN
9781405183697

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