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Račev, Svetlozar T. [Author]; Stoyanov, Stoyan V. [Author]; Fabozzi, Frank J. [Author] ; Stoyanov, Stoyan V. [Other]

A probability metrics approach to financial risk measures

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Media type: Book
Title: A probability metrics approach to financial risk measures
Contributor: Račev, Svetlozar T. [Author]; Stoyanov, Stoyan V. [Author]; Fabozzi, Frank J. [Author]; Stoyanov, Stoyan V. [Other]
imprint: Chichester [u.a.]: Wiley-Blackwell, 2011
Extent: XVI, 375 S.; graph. Darst
Language: English
ISBN: 1405183691; 9781405183697
RVK notation: SK 980 : Wirtschaftsmathematik, Ökonometrie, Produktionstheorie
QH 239 : Monte-Carlo-Methoden, stochastische Simulation
QK 810 : Portfolioanalyse und -management
Keywords: Portfoliomanagement > Risiko > Messung > Finanzmathematik
Risikoanalyse > Stochastisches Modell
Origination:
Footnote: graph. Darst

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Račev, Svetlozar T.: A probability metrics approach to financial risk measures (SLUB)

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Departmental Library DrePunct – open access area

Shelf-mark: QH 239 R119
Item ID: 33242715

Status: Loanable

Bestand der TU Dresden

Shelf-mark: 2014 8 011949
Item ID: 11818810N

Status: Verfügbarkeit bitte in Prof Quantitative Verfahren Statistik erfragen.