479,51 €
532,79 €
-10% with code: EXTRA
Probability Metrics Approach
479,51 € 
- We will send in 10–14 business days.
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-speciali…
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- Author: Rachev
- Publisher: John Wiley & Sons
- ISBN-10: 1405183691
- ISBN-13: 9781405183697
- Format: 15.8 x 23.1 x 2.5 cm, hardcover
- Language: English
- SAVE -10% with code: EXTRA
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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
EXTRA 10 % discount with code: EXTRA
479,51 €
532,79 €
We will send in 10–14 business days.
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The discount code is valid when purchasing from 10 €. Discounts do not stack.
- Author: Rachev
- Publisher: John Wiley & Sons
- ISBN-10: 1405183691
- ISBN-13: 9781405183697
- Format: 15.8 x 23.1 x 2.5 cm, hardcover
- Language: English English
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
Reviews