Advanced Stochastic Models, Risk Assessment, and Portfolio Optimization: Th; Svetlozar T. Rachev, Frank J. Fabozzi; 2008
Helt ny
Advanced Stochastic Models, Risk Assessment, and Portfolio Optimization: Th; Svetlozar T. Rachev, Frank J. Fabozzi; 2008
Helt ny

Advanced Stochastic Models, Risk Assessment, and Portfolio Optimization: ThUpplaga 1

av Svetlozar T. Rachev, Frank J. Fabozzi

  • Upplaga: 1a upplagan
  • Utgiven: 2008
  • ISBN: 9780470053164
  • Sidor: 400 st
  • Förlag: John Wiley & Sons
  • Format: Inbunden
  • Språk: Engelska

Om boken

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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Mer om Advanced Stochastic Models, Risk Assessment, and Portfolio Optimization: Th (2008)

I februari 2008 släpptes boken Advanced Stochastic Models, Risk Assessment, and Portfolio Optimization: Th skriven av Svetlozar T. Rachev, Frank J. Fabozzi. Det är den 1a upplagan av kursboken. Den är skriven på engelska och består av 400 sidor. Förlaget bakom boken är John Wiley & Sons som har sitt säte i Hoboken.

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Referera till Advanced Stochastic Models, Risk Assessment, and Portfolio Optimization: Th (Upplaga 1)

Harvard

Rachev, S. T. & Fabozzi, F. J. (2008). Advanced Stochastic Models, Risk Assessment, and Portfolio Optimization: Th. 1:a uppl. John Wiley & Sons.

Oxford

Rachev, Svetlozar T. & Fabozzi, Frank J., Advanced Stochastic Models, Risk Assessment, and Portfolio Optimization: Th, 1 uppl. (John Wiley & Sons, 2008).

APA

Rachev, S. T., & Fabozzi, F. J. (2008). Advanced Stochastic Models, Risk Assessment, and Portfolio Optimization: Th (1:a uppl.). John Wiley & Sons.

Vancouver

Rachev ST, Fabozzi FJ. Advanced Stochastic Models, Risk Assessment, and Portfolio Optimization: Th. 1:a uppl. John Wiley & Sons; 2008.

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