A probability metrics approach to financial risk measures
Svetlozar T. Rachev; Stoyan V. Stoyanov; Frank J. Fabozzi
| Year of publication: |
2011
|
|---|---|
| Authors: | Račev, Svetlozar T. ; Stoyanov, Stoyan V. ; Fabozzi, Frank J. |
| Other Persons: | Stoyanov, Stoyan V. (contributor) |
| Publisher: |
Chichester [u.a.] : Wiley-Blackwell |
| Subject: | Finanzmathematik | Mathematical finance | Risikomaß | Risk measure | Wahrscheinlichkeitsrechnung | Probability theory | Monte-Carlo-Simulation | Monte Carlo simulation | Portfoliomanagement | Risiko | Messung | Risikoanalyse | Stochastisches Modell |
| Description of contents: | Table of Contents [gbv.de] ; Description [swbplus.bsz-bw.de] |
| Extent: | XVI, 375 S. graph. Darst. |
|---|---|
| Type of publication: | Book / Working Paper |
| Language: | English |
| Notes: | graph. Darst. |
| ISBN: | 1-4051-8369-1 ; 978-1-4051-8369-7 |
| Classification: | Wahrscheinlichkeitsrechnung ; Methoden und Techniken der Betriebswirtschaft |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://ebvufind01.dmz1.zbw.eu/10008824237