A Probability Metrics Approach to Financial Risk Measures is popular PDF and ePub book, written by Svetlozar T. Rachev in 2011-03-10, it is a fantastic choice for those who relish reading online the Business & Economics genre. Let's immerse ourselves in this engaging Business & Economics book by exploring the summary and details provided below. Remember, A Probability Metrics Approach to Financial Risk Measures can be Read Online from any device for your convenience.

A Probability Metrics Approach to Financial Risk Measures Book PDF Summary

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

Detail Book of A Probability Metrics Approach to Financial Risk Measures PDF

A Probability Metrics Approach to Financial Risk Measures
  • Author : Svetlozar T. Rachev
  • Release : 10 March 2011
  • Publisher : John Wiley & Sons
  • ISBN : 9781444392708
  • Genre : Business & Economics
  • Total Page : 264 pages
  • Language : English
  • PDF File Size : 7,9 Mb

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