menu
{ "item_title" : "A Probability Metrics Approach to Financial Risk Measures", "item_author" : [" Svetlozar T. Rachev", "Stoyan V. Stoyanov", "Frank J. Fabozzi "], "item_description" : "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 ", "item_img_path" : "https://covers2.booksamillion.com/covers/bam/1/40/518/369/1405183691_b.jpg", "price_data" : { "retail_price" : "251.95", "online_price" : "251.95", "our_price" : "251.95", "club_price" : "251.95", "savings_pct" : "0", "savings_amt" : "0.00", "club_savings_pct" : "0", "club_savings_amt" : "0.00", "discount_pct" : "10", "store_price" : "" } }
A Probability Metrics Approach to Financial Risk Measures|Svetlozar T. Rachev

A Probability Metrics Approach to Financial Risk Measures

local_shippingShip to Me
In Stock.
FREE Shipping for Club Members help

Overview

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

This item is Non-Returnable

Details

  • ISBN-13: 9781405183697
  • ISBN-10: 1405183691
  • Publisher: Wiley-Blackwell
  • Publish Date: February 2011
  • Dimensions: 9.1 x 6.2 x 1 inches
  • Shipping Weight: 1.54 pounds
  • Page Count: 392

Related Categories

You May Also Like...

    1

BAM Customer Reviews