Søkt på: Bøker av Svetlozar T. Rachev
totalt 25 treff
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 …
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 …
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 …
A 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. …
Mass Transportation Problems
The first comprehensive account of the theory of mass transportation problems and its applications. In Volume I, the authors systematically develop the theory with emphasis on the …
Mass Transportation Problems
This is the first comprehensive account of the theory of mass transportation problems and its applications. In volume I, the authors systematically develop the theory of mass …
The 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 …
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 Lévy Processes and …
Mass Transportation Problems
The first comprehensive account of the theory of mass transportation problems and its applications. In Volume I, the authors systematically develop the theory with emphasis on the …
Handbook of Computational and Numerical Methods in Finance
Numerical Methods in Finance have recently emerged as a new discipline at the intersection of probability theory, finance and numerical analysis. They bridge the gap between …