Ebook: A Probability Metrics Approach to Financial Risk Measures
- Year: 2011
- Publisher: Wiley-Blackwell
- Edition: 1
- Language: English
- pdf
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 given problem?
- Finds new relations between existing classes of risk measures
- Describes applications in finance and extends them where possible
- Presents the theory of probability metrics in a more accessible form which would be appropriate for non-specialists in the field
- Applications include optimal portfolio choice, risk theory, and numerical methods in finance
- Topics requiring more mathematical rigor and detail are included in technical appendices to chapters
Download the book A Probability Metrics Approach to Financial Risk Measures for free or read online
Continue reading on any device:
Last viewed books
Related books
{related-news}
Comments (0)