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ADVANCED STOCHASTIC MODELS RISK ASSESSMENT AND PORTFOLIO OPTIMIZATION
RACHEV S. wydawnictwo: WILEY AND SONS , rok wydania 2008, wydanie I cena netto: 320.00 Twoja cena 304,00 zł + 5% vat - dodaj do koszyka 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 approaches to portfolio optimization, and
discuss a variety of essential risk measures. Using numerous examples, they illustrate a
range of applications to optimal portfolio choice and risk theory, as well as applications
to the area of computational finance that may be useful to financial engineers.
382 pages, Hardback
Po otrzymaniu zamówienia poinformujemy, czy wybrany tytuł polskojęzyczny lub
anglojęzyczny jest aktualnie na półce księgarni.
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