A Probability Metrics Approach to Financial Risk Measures by Stoyan V. Stoyanov, Frank J. Fabozzi, Svetlozar T. Rachev

A Probability Metrics Approach to Financial Risk Measures

Stoyan V. Stoyanov, Frank J. Fabozzi, Svetlozar T. Rachev

392 pages missing pub info (editions)

nonfiction business mathematics
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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 giv...

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