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 Veselinov ; Fabozzi, Frank J. |
| Publisher: |
Chichester [u.a.] : Wiley-Blackwell |
| Subject: | Portfoliomanagement | Risiko | Messung | Finanzmathematik |
| Description of contents: | Table of Contents [digitool.hbz-nrw.de] |
| Extent: | XVI, 375 S. : graph. Darst. |
|---|---|
| Type of publication: | Book / Working Paper |
| Language: | English |
| ISBN: | 978-1-4051-8369-7 |
| Source: |
Persistent link: https://www.econbiz.de/10008910815