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A Probability Metrics Approach to Financial Risk Measures Rachev, Svetlozar T. (University of Karlsruhe, Germany)
A Probability Metrics Approach to Financial Risk Measures
Rachev, Svetlozar T. (University of Karlsruhe, Germany)
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. The book helps to answer the question: which risk measure is best for a given problem.
392 pages, Illustrations
| Media | Books Hardcover Book (Book with hard spine and cover) |
| Released | February 21, 2011 |
| ISBN13 | 9781405183697 |
| Publishers | John Wiley and Sons Ltd |
| Pages | 392 |
| Dimensions | 163 × 238 × 26 mm · 698 g |
| Language | English |