.png){kind=logo}
16%OFF
Stock image for illustration purposes only - book cover, edition or condition may vary.
Advanced Stochastic Models, Risk Assessment, and Portfolio Optimization: The Ideal Risk, Uncertainty, and Performance Measures
Svetlozar T. Rachev
€ 93.46
€ 78.41
FREE Delivery in Ireland
Description for Advanced Stochastic Models, Risk Assessment, and Portfolio Optimization: The Ideal Risk, Uncertainty, and Performance Measures
Hardcover. This groundbreaking book extends traditional approaches of risk measurement and portfolio optimization by combining distributional models with risk or performance measures into one framework. Series: Frank J. Fabozzi Series. Num Pages: 382 pages, black & white illustrations, black & white tables, figures. BIC Classification: KCH; KFF. Category: (P) Professional & Vocational. Dimension: 180 x 237 x 27. Weight in Grams: 726.
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.
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.
Product Details
Format
Hardback
Publication date
2008
Publisher
John Wiley & Sons Inc United Kingdom
Number of pages
382
Condition
New
Series
Frank J. Fabozzi Series
Number of Pages
400
Place of Publication
New York, United States
ISBN
9780470053164
SKU
V9780470053164
Shipping Time
Usually ships in 7 to 11 working days
Ref
99-50
About Svetlozar T. Rachev
Svetlozar T. Rachev, PhD, Doctor of Science, is Chair-Professor at the University of Karlsruhe in the School of Economics and Business Engineering; Professor Emeritus at the University of California, Santa Barbara; and Chief-Scientist of FinAnalytica Inc. Stoyan V. Stoyanov, PhD, is the Chief Financial Researcher at FinAnalytica Inc. Frank J. Fabozzi, PhD, CFA, is Professor in ... Read more
Reviews for Advanced Stochastic Models, Risk Assessment, and Portfolio Optimization: The Ideal Risk, Uncertainty, and Performance Measures