Download PDF by Svetlozar T. Rachev,Stoyan V. Stoyanov,Frank J. Fabozzi: A Probability Metrics Approach to Financial Risk Measures

By Svetlozar T. Rachev,Stoyan V. Stoyanov,Frank J. Fabozzi

ISBN-10: 1405183691

ISBN-13: 9781405183697

A chance Metrics method of monetary danger Measures relates the sector of chance metrics and probability measures to each other and applies them to finance for the 1st time.

  • Helps to reply to the query: which probability degree is healthier for a given problem?
  • Finds new family among current periods of danger measures
  • Describes functions in finance and extends them the place possible
  • Presents the idea of chance metrics in a extra available shape which might be applicable for non-specialists within the field
  • Applications contain optimum portfolio selection, possibility idea, and numerical tools in finance
  • Topics requiring extra mathematical rigor and aspect are incorporated in technical appendices to chapters

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A Probability Metrics Approach to Financial Risk Measures by Svetlozar T. Rachev,Stoyan V. Stoyanov,Frank J. Fabozzi

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