Hakutulokset: Kirjoja kirjailijalta Svetlozar T. Rachev
yhteensä 44 hakutulosta
Basics of Financial Econometrics
An accessible guide to the growing field of financial econometrics As finance and financial products have become more complex, financial econometrics has emerged as a fast-growing …
Probability Metrics Approach to Financial Risk Measures
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. …
Methods of Distances in the Theory of Probability and Statistics
This book covers the method of metric distances and its application in probability theory and other fields. The method is fundamental in the study of limit theorems and generally …
Risk Assessment
New developments in assessing and managing risk are discussed in this volume. Addressing both practitioners in the banking sector and research institutions, the book provides a …
Financial Models with Levy Processes and Volatility Clustering
An in-depth guide to understanding probability distributions and financial modeling for the purposes of investment management In Financial Models with L vy Processes and …
Risk Assessment
New developments in assessing and managing risk are discussed in this volume. Addressing both practitioners in the banking sector and research institutions, the book provides a …
RobustNon-Robust Models in Statistics
Considers the so-called ill-posed problems and stability in statistics. This book explains that ill-posed problems are not a mere curiosity in the field of contemporary …
Fat-Tailed and Skewed Asset Return Distributions
While mainstream financial theories and applications assume that asset returns are normally distributed, overwhelming empirical evidence shows otherwise. Yet many professionals …
Advanced REIT Portfolio Optimization
This book provides an investor-friendly presentation of the premises and applications of the quantitative finance models governing investment in one asset class of publicly traded …
Probability Metrics Approach to Financial Risk Measures
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. …
Probability and Statistics for Finance
A comprehensive look at how probability and statistics is applied to the investment process Finance has become increasingly more quantitative, drawing on techniques in …
Financial Econometrics
A comprehensive guide to financial econometrics Financial econometrics is a quest for models that describe financial time series such as prices, returns, interest rates, and …