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Advanced Stochastic Models, Risk Assessment, and Portfolio Optimization (The Ideal Risk, Uncertainty, and Performance Measures)
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$100.00
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Product Details
Author:
Svetlozar T. Rachev, Stoyan V. Stoyanov, Frank J. Fabozzi
Format:
Hardcover
Pages:
400
Publisher:
Wiley (February 25, 2008)
Imprint:
Wiley
Language:
English
Audience:
Professional and scholarly
ISBN-13:
9780470053164
Weight:
21.6oz
Dimensions:
6.35" x 9.3" x 1.3"
File:
Wiley-wileyUS_2_1_20261015-20261015.xml
Folder:
Wiley
List Price:
$100.00
Country of Origin:
United States
Pub Discount:
50
Series:
Frank J. Fabozzi Series
Case Pack:
20
As low as:
$95.00
Publisher Identifier:
P-WIL
Discount Code:
D
Overview
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.
