株式会社極東書店トップ ＞ 商品一覧 ＞ A Probability Metrics Approach to Financial Risk Measures.
商品詳細
A Probability Metrics Approach to Financial Risk Measures.
・ISBN 978-1-4051-8369-7 hard US$ 251.95
￥59,031.- (税込) ※（※）価格はご注文時の参考価格となります。
納品価格につきましては書籍の入荷時点で確定となります。
版元の原価改定、外国為替の変動等により異なる場合がございますので、予めご了承下さい。
お気に入り
★★★
| 著者・編者 | Rachev, Svetlozar T. / Stoyanov, Stoyan V. / Fabozzi, Frank J., |
|---|---|
| 出版社 | (Wiley-Blackwell, UK) |
| 出版年月 | 2011 |
| ページ数 | 392 pp. |
| 言語 | ENG |
| ニュース番号 | ＜A00-83771＞ |
解説
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