by Frank J . Fabozzi C F A (Author), SvetlozarT.Rachev (Author), StoyanV.Stoyanov (Author)
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.
Format: Hardcover
Pages: 392
Publisher: Wiley-Blackwell
Published: 21 Jan 2011
ISBN 10: 1405183691
ISBN 13: 9781405183697