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A Probability Metrics Approach to Financial Risk Measures (repost)

Posted By : tot167 | Date : 06 Feb 2012 05:47:38 | Comments : 2 |
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Svetlozar T. Rachev, Stoyan V. Stoyanov, Frank J. Fabozzi, "A Probability Metrics Approach to Financial Risk Measures"
W..ey-B..ell | 2011 | ISBN: 1405183691 | 387 pages | PDF | 2,9 MB

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 measuresDescribes applications in finance and extends them where possiblePresents the theory of probability metrics in a more accessible form which would be appropriate for non-specialists in the fieldApplications include optimal portfolio choice, risk theory, and numerical methods in financeTopics requiring more mathematical rigor and detail are included in technical appendices to chapters


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Posted By: dactavax Date: 06 Feb 2012 23:32:03
thks for fpst link
Posted By: padsan3 Date: 07 Mar 2012 17:12:48
Thanks for sharing!!!
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