Svetlozar T. Rachev – författare
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48 produkter
Financial Models with Levy Processes and Volatility Clustering
Av Svetlozar T. Rachev, Young Shin Kim m. fl.
Inbunden, 2011
812 kr
Lägg i varukorg
An in-depth guide to understanding probability distributions and financial modeling for the purposes of investment management In Financial Models with Lévy Processes and Volatility Clustering, the expert author team provides a framework to model the behavior of stock returns in both a univariate …
Rating Based Modeling of Credit Risk
Theory and Application of Migration Matrices
Av Svetlozar T. Rachev, Stefan Trueck
E-bok, 2009
906 kr
Lägg i varukorg
In the last decade rating-based models have become very popular in credit risk management. These systems use the rating of a company as the decisive variable to evaluate the default risk of a bond or loan. The popularity is due to the straightforwardness of the approach, and to the upcoming new …
Rating Based Modeling of Credit Risk
Theory and Application of Migration Matrices
Av Stefan Trueck, Svetlozar T. Rachev
Inbunden, 2009
906 kr
Lägg i varukorg
In the last decade rating-based models have become very popular in credit risk management. These systems use the rating of a company as the decisive variable to evaluate the default risk of a bond or loan. The popularity is due to the straightforwardness of the approach, and to the upcoming new …
Approximation, Probability and Related Fields
Proceedings of a Conference Held in Santa Barbara, California, May 20-22, 1993
Av S. T. Rachev, Conference on Approximation Probability m. fl.
Inbunden, 1994
1098 kr
Lägg i varukorg
Mass Transportation Problems
Volume 1: Theory
Av Ludger Ruschendorf, Svetlozar T. Rachev
E-bok, 2006
2599 kr
Lägg i varukorg
Mass transportation problems concern the optimal transfer of masses from one location to another. This first of two volumes will be the definitive reference for researchers in applied probability, operations research, computer science, and mathematical economics.
Mass Transportation Problems
Applications
Av Ludger Ruschendorf, Svetlozar T. Rachev
E-bok, 2006
2524 kr
Lägg i varukorg
This is the first comprehensive account of the theory of mass transportation problems and its applications. In volume I, the authors systematically develop the theory of mass transportation with emphasis to the Monge-Kantorovich mass transportation and the Kantorovich-Rubinstein mass transshipment …
Mass Transportation Problems
Volume 1: Theory
Av Svetlozar T. Rachev, Ludger Rüschendorf
Inbunden, 1998
1970 kr
Lägg i varukorg
Mass transportation problems concern the optimal transfer of masses from one location to another. This first of two volumes will be the definitive reference for researchers in applied probability, operations research, computer science, and mathematical economics.
Mass Transportation Problems
Applications
Av Svetlozar T. Rachev, Ludger Rüschendorf
Inbunden, 1998
1970 kr
Lägg i varukorg
This is the first comprehensive account of the theory of mass transportation problems and its applications. In volume I, the authors systematically develop the theory of mass transportation with emphasis to the Monge-Kantorovich mass transportation and the Kantorovich-Rubinstein mass transshipment …
Advanced Stochastic Models, Risk Assessment, and Portfolio Optimization
The Ideal Risk, Uncertainty, and Performance Measures
Av Svetlozar T. Rachev, Stoyan V. Stoyanov m. fl.
Inbunden, 2008
761 kr
Lägg i varukorg
This groundbreaking book extends traditional approaches of risk measurement and portfolio optimization by combining distributional models with risk or performance measures into one framework. Throughout these pages, the expert authors explain the fundamentals of probability metrics, outline new …
Financial Econometrics
From Basics to Advanced Modeling Techniques
Av Teo Ja ic, Sergio M. Focardi m. fl.
E-bok, 2007
1196 kr
Lägg i varukorg
A comprehensive guide to financial econometrics Financial econometrics is a quest for models that describe financial time series such as prices, returns, interest rates, and exchange rates. In Financial Econometrics, readers will be introduced to this growing discipline and the concepts and …
Bayesian Methods in Finance
Av Frank J. Fabozzi, Biliana S. Bagasheva m. fl.
E-bok, 2008
944 kr
Lägg i varukorg
Bayesian Methods in Finance provides a detailed overview of the theory of Bayesian methods and explains their real-world applications to financial modeling. While the principles and concepts explained throughout the book can be used in financial modeling and decision making in general, the authors …
Advanced Stochastic Models, Risk Assessment, and Portfolio Optimization
The Ideal Risk, Uncertainty, and Performance Measures
Av Frank J. Fabozzi, Stoyan V. Stoyanov m. fl.
E-bok, 2008
995 kr
Lägg i varukorg
This groundbreaking book extends traditional approaches of risk measurement and portfolio optimization by combining distributional models with risk or performance measures into one framework. Throughout these pages, the expert authors explain the fundamentals of probability metrics, outline new …
Probability and Statistics for Finance
Av Svetlozar T. Rachev, Markus Hoechstoetter m. fl.
Inbunden, 2010
739 kr
Lägg i varukorg
A comprehensive look at how probability and statistics is applied to the investment process Finance has become increasingly more quantitative, drawing on techniques in probability and statistics that many finance practitioners have not had exposure to before. In order to keep up, you need a firm …
Probability and Statistics for Finance
Av Sergio M. Focardi, Frank J. Fabozzi m. fl.
E-bok, 2010
966 kr
Lägg i varukorg
A comprehensive look at how probability and statistics is applied to the investment process Finance has become increasingly more quantitative, drawing on techniques in probability and statistics that many finance practitioners have not had exposure to before. In order to keep up, you need a firm …
Probability and Statistics for Finance
Av Sergio M. Focardi, Frank J. Fabozzi m. fl.
E-bok, 2010
966 kr
Lägg i varukorg
A comprehensive look at how probability and statistics is applied to the investment process Finance has become increasingly more quantitative, drawing on techniques in probability and statistics that many finance practitioners have not had exposure to before. In order to keep up, you need a firm …
Financial Models with Levy Processes and Volatility Clustering
Av Frank J. Fabozzi, Michele L. Bianchi m. fl.
E-bok, 2011
1039 kr
Lägg i varukorg
An in-depth guide to understanding probability distributions and financial modeling for the purposes of investment management In Financial Models with Lévy Processes and Volatility Clustering , the expert author team provides a framework to model the behavior of stock returns in both a univariate …
Financial Models with Levy Processes and Volatility Clustering
Av Frank J. Fabozzi, Michele L. Bianchi m. fl.
E-bok, 2011
1039 kr
Lägg i varukorg
An in-depth guide to understanding probability distributions and financial modeling for the purposes of investment management In Financial Models with Lévy Processes and Volatility Clustering , the expert author team provides a framework to model the behavior of stock returns in both a univariate …
Fat-Tailed and Skewed Asset Return Distributions
Implications for Risk Management, Portfolio Selection, and Option Pricing
Av Svetlozar T. Rachev, Christian Menn m. fl.
Inbunden, 2005
799 kr
Lägg i varukorg
While mainstream financial theories and applications assume that asset returns are normally distributed, overwhelming empirical evidence shows otherwise. Yet many professionals don’t appreciate the highly statistical models that take this empirical evidence into consideration. Fat-Tailed and Skewed …
Fat-Tailed and Skewed Asset Return Distributions
Implications for Risk Management, Portfolio Selection, and Option Pricing
Av Frank J. Fabozzi, Christian Menn m. fl.
E-bok, 2005
1007 kr
Lägg i varukorg
While mainstream financial theories and applications assume that asset returns are normally distributed, overwhelming empirical evidence shows otherwise. Yet many professionals don’t appreciate the highly statistical models that take this empirical evidence into consideration. Fat-Tailed and Skewed …
Financial Econometrics
From Basics to Advanced Modeling Techniques
Av Svetlozar T. Rachev, Stefan Mittnik m. fl.
Inbunden, 2006
950 kr
Lägg i varukorg
A comprehensive guide to financial econometrics Financial econometrics is a quest for models that describe financial time series such as prices, returns, interest rates, and exchange rates. In Financial Econometrics, readers will be introduced to this growing discipline and the concepts and …
Bayesian Methods in Finance
Av Svetlozar T. Rachev, John S. J. Hsu m. fl.
Inbunden, 2008
724 kr
Lägg i varukorg
Bayesian Methods in Finance provides a detailed overview of the theory of Bayesian methods and explains their real-world applications to financial modeling. While the principles and concepts explained throughout the book can be used in financial modeling and decision making in general, the authors …
Stable Paretian Models in Finance
Av Svetlozar T. Rachev, Stefan Mittnik
Inbunden, 2000
1601 kr
Lägg i varukorg
The authors reconsider the problem of parametrically specifying distribution suitable for asset-return models. They describe alternative distributions, showing how they can be estimated and applied to stock-index and exchange-rate data. The implications for options pricing are also investigated.
Handbook of Computational and Numerical Methods in Finance
Inbunden, 2004
569 kr
Lägg i varukorg
Numerical Methods in Finance have recently emerged as a new discipline at the intersection of probability theory, finance and numerical analysis. They bridge the gap between financial theory and computational practice and provide solutions to problems where analytical methods are often …
Handbook of Computational and Numerical Methods in Finance
E-bok, 2011
734 kr
Lägg i varukorg
Numerical Methods in Finance have recently emerged as a new discipline at the intersection of probability theory, finance and numerical analysis. They bridge the gap between financial theory and computational practice and provide solutions to problems where analytical methods are often …
Basics of Financial Econometrics
Tools, Concepts, and Asset Management Applications
Av Frank J. Fabozzi, Sergio M. Focardi m. fl.
Inbunden, 2014
1025 kr
Lägg i varukorg
An accessible guide to the growing field of financial econometrics As finance and financial products have become more complex, financial econometrics has emerged as a fast-growing field and necessary foundation for anyone involved in quantitative finance. The techniques of financial econometrics …
Basics of Financial Econometrics
Tools, Concepts, and Asset Management Applications
Av Bala G. Arshanapalli, Svetlozar T. Rachev m. fl.
E-bok, 2014
1280 kr
Lägg i varukorg
An accessible guide to the growing field of financial econometrics As finance and financial products have become more complex, financial econometrics has emerged as a fast-growing field and necessary foundation for anyone involved in quantitative finance. The techniques of financial econometrics …
Basics of Financial Econometrics
Tools, Concepts, and Asset Management Applications
Av Bala G. Arshanapalli, Svetlozar T. Rachev m. fl.
E-bok, 2014
1293 kr
Lägg i varukorg
An accessible guide to the growing field of financial econometrics As finance and financial products have become more complex, financial econometrics has emerged as a fast-growing field and necessary foundation for anyone involved in quantitative finance. The techniques of financial econometrics …
Probability Metrics Approach to Financial Risk Measures
Av Svetlozar T. Rachev, Stoyan V. Stoyanov m. fl.
Inbunden, 2011
2364 kr
Lägg i varukorg
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 …
Probability Metrics Approach to Financial Risk Measures
Av Frank J. Fabozzi, Stoyan V. Stoyanov m. fl.
E-bok, 2011
2681 kr
Lägg i varukorg
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 …
Probability Metrics Approach to Financial Risk Measures
Av Frank J. Fabozzi, Stoyan V. Stoyanov m. fl.
E-bok, 2011
2768 kr
Lägg i varukorg
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 …
