Ｆ．Ｊ．ファボッツィ（共）著／金融リスクの測定：確率メトリクスのアプローチ
A Probability Metrics Approach to Financial Risk Measures
Rachev, Svetlozar T.
Stoyanov, Stoyan V.
Fabozzi, Frank J.
- 出版社：Blackwell Pub
- 出版年月：2011年 01月
- ISBN：9781405183697
- 装丁：HRD
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装丁について
- 言語：ENG
- 巻数・ページ数：375 p.
- DDC分類：368
- 内容紹介：
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The book finds new relations between existing classes of risk measures. Applications include optimal portfolio choice, risk theory, and numerical methods in finance. Topics requiring more mathematical rigor and detail are also included in technical appendices to chapters.