A probability metrics approach to financial risk measures
- ISBN: 9781405183697
- Editorial: John Wiley & Sons Limited
- Fecha de la edición: 2011
- Lugar de la edición: Chichester. Reino Unido
- Encuadernación: Cartoné
- Medidas: 24 cm
- Nº Pág.: 392
- Idiomas: Inglés
Papel: Cartoné
141,40 €
134,33 €
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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
