A Probability Metrics Approach to Financial Risk Measures |  | Authors: Svetlozar T. Rachev, Stoyan V. Stoyanov, Frank J. Fabozzi CFA
Publisher: Wiley-Blackwell
Category: Book
Buy New: $179.95
as of 9/8/2010 12:57 CDT details
Seller: Amazon.com
Sales Rank: 344,928
Media: Hardcover
Edition: 1
Pages: 352
Number Of Items: 1
Shipping Weight (lbs): 1.7
ISBN: 1405183691
Dewey Decimal Number: 368
EAN: 9781405183697
ASIN: 1405183691
Publication Date: January 5, 2011 (In 119 Days)
Shipping: Eligible for FREE Super Saver Shipping
Availability: Not yet published
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Product 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
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