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Item Details
Title:
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ADVANCED STOCHASTIC MODELS, RISK ASSESSMENT, AND PORTFOLIO OPTIMIZATION
THE IDEAL RISK, UNCERTAINTY, AND PERFORMANCE MEASURES |
By: |
Svetlozar T. Rachev, Frank J. Fabozzi, Stoyan V. Stoyanov |
Format: |
Hardback |
List price:
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£79.00 |
Our price: |
£57.67 |
Discount: |
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You save:
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£21.33 |
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ISBN 10: |
047005316X |
ISBN 13: |
9780470053164 |
Availability: |
Usually dispatched within 1-3 weeks.
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Stock: |
Currently 0 available |
Publisher: |
JOHN WILEY AND SONS LTD |
Pub. date: |
1 February, 2008 |
Series: |
Frank J. Fabozzi Series |
Pages: |
382 |
Description: |
This groundbreaking book extends traditional approaches of risk measurement and portfolio optimization by combining distributional models with risk or performance measures into one framework. |
Synopsis: |
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. |
Publication: |
UK |
Imprint: |
John Wiley & Sons Ltd |
Returns: |
Returnable |
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Ramadan and Eid al-Fitr
A celebratory, inclusive and educational exploration of Ramadan and Eid al-Fitr for both children that celebrate and children who want to understand and appreciate their peers who do.
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