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A Probability Metrics Approach to Financial Risk Measures
Contributor(s): Rachev, Svetlozar T. (Author), Stoyanov, Stoyan V. (Author), Fabozzi, Frank J. (Author)
ISBN: 1405183691     ISBN-13: 9781405183697
Publisher: Wiley-Blackwell
OUR PRICE:   $239.35  
Product Type: Hardcover - Other Formats
Published: February 2011
Qty:
Additional Information
BISAC Categories:
- Mathematics | Probability & Statistics - General
- Business & Economics | Insurance - Risk Assessment & Management
- Business & Economics | Finance - General
Dewey: 332
LCCN: 2010040519
Physical Information: 1" H x 6.2" W x 9.1" (1.54 lbs) 392 pages
 
Descriptions, Reviews, Etc.
Publisher 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