Advanced Stochastic Models, Risk Assessment, and Portfolio Optimization - The Ideal Risk, Uncertainty, and Performance Measures

Name: Advanced Stochastic Models, Risk Assessment, and Portfolio Optimization - The Ideal Risk, Uncertainty, and Performance Measures
Brand: John Wiley & Sons Inc
SKU: 9780470053164
Price: 402.55 RON
Availability: InStock

Autor: Svetlozar T. Rachev, Frank J. Fabozzi, Stoyan V. Stoyanov

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Legare: Copertă tare

Editura: John Wiley & Sons Inc

Disponibilitate: În depozitul extern

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402.55 lei

This groundbreaking book extends traditional approaches of risk measurement and portfolio optimizati...

Informații despre carte

Autor

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

Limbă

engleză

Legare

Carte - Copertă tare

Publicat

2008

Pagini

400

EAN

9780470053164

ISBN

047005316X

Enbook ID

04879187

Editura

John Wiley & Sons Inc

Greutate

726

Dimensiuni

237 x 180 x 27

Descriere completă

This groundbreaking book extends traditional approaches of risk measurement and portfolio optimization by combining distributional models with risk or performance measures into one framework. Throughout these pages, the expert authors explain the fundamentals of probability metrics, outline new approaches to portfolio optimization, and discuss a variety of essential risk measures. Using numerous examples, they illustrate a range of applications to optimal portfolio choice and risk theory, as well as applications to the area of computational finance that may be useful to financial engineers.

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Advanced Stochastic Models, Risk Assessment, and Portfolio Optimization - The Ideal Risk, Uncertainty, and Performance Measures

Informații despre carte

Descriere completă

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