A Probability Metrics Approach to Financial Risk Measures

by Frank J . Fabozzi C F A (Author), SvetlozarT.Rachev (Author), StoyanV.Stoyanov (Author)

New
Hardcover
2011
$191.22

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.

Synopsis

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.

$191.22

Quantity

20+ in stock

More Information

Format: Hardcover
Pages: 392
Publisher: Wiley-Blackwell
Published: 21 Jan 2011
ISBN 10: 1405183691
ISBN 13: 9781405183697

A Probability Metrics Approach to Financial Risk Measures

New

$191.22

Synopsis

$191.22

More Information