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Books > Business & Economics > Economics > Econometrics

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A Probability Metrics Approach to Financial Risk Measures (Hardcover, New) Loot Price: R4,936

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Repayment Terms: R463 pm x 12*

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A Probability Metrics Approach to Financial Risk Measures (Hardcover, New): S. T. Rachev

A Probability Metrics Approach to Financial Risk Measures (Hardcover, New)

S. T. Rachev

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Loot Price R4,936 Discovery Miles 49 360 | Repayment Terms: R463 pm x 12*

Expected to ship within 12 - 19 working days

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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

General

Imprint:	Wiley-Blackwell (an imprint of John Wiley & Sons Ltd)
Country of origin:	United Kingdom
Release date:	2011
First published:	February 2011
Authors:	S. T. Rachev
Dimensions:	232 x 162 x 26mm (L x W x T)
Format:	Hardcover
Pages:	392
Edition:	New
ISBN-13:	978-1-4051-8369-7
Categories:	Books > Business & Economics > Economics > Econometrics > General Promotions
LSN:	1-4051-8369-1
Barcode:	9781405183697