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Rachev, Svetlozar T.
Libros de: Rachev, Svetlozar T.
Mostrando 11 libros encontrados. (1 páginas).
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Financial Models with Levy Processes and Volatility Clustering
Rachev, Svetlozar T.
Wiley & Sons Ltd. (2011)
- EAN: 9780470482353
- Páginas: 394
- Fecha de edición: 2011
pvp.108,75 €
Disponible entre 11 y 20 dias
An in-depth guide to understanding probability distributions and financial modeling for the purposes of investment management In Financial Models with Levy Processes and Volatility Clustering, the expert author team provides a framework to model the ...
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A Probability Metrics Approach To Financial Risk Measures
Rachev, Svetlozar T.
Blackwell Publishers (2011)
- EAN: 9781405183697
- Páginas: 392
- Fecha de edición: 2011
pvp.155,95 €
Disponible entre 11 y 20 dias
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 ...
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Probability And Statistics For Finance
Rachev, Svetlozar T.
Wiley & Sons Ltd. (2010)
- EAN: 9780470400937
- Páginas: 654
- Fecha de edición: 2010
pvp.94,65 €
Disponible entre 11 y 20 dias
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 ...
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Rating Based Modeling Of Credit Risk
Rachev, Svetlozar T.
Elsevier Science Publishers (2009)
- EAN: 9780123736833
- Páginas: 265
- Fecha de edición: 2009
pvp.73,50 €
Disponible entre 11 y 20 dias
Credit risk is one of the most studied topics in quantitative finance. This book provides an introduction and overview on rating based modeling of credit risk focusing on the theory and application of credit migration ...
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Advanced Stochastic Models, Risk Assessment, And Portfolio Optimization.
Fabozzi, Frank J. Rachev, Svetlozar T. Stoyanov, Stoyan
Wiley & Sons Ltd. (2008)
- EAN: 9780470053164
- Páginas: 382
- Fecha de edición: 2008
pvp.91,00 €
Disponible entre 11 y 20 dias
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 ...
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Financial Econometrics: From Basics To Advanced Modeling Techniques
Fabozzi, Frank J. Focardi, Sergio M. Jasic, Teo Mittnik, Stefan Rachev, Svetlozar T.
Wiley & Sons Ltd. (2007)
- EAN: 9780471784500
- Páginas: 576
- Fecha de edición: 2007
pvp.118,30 €
Disponible entre 11 y 20 dias
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 ... -
Bayesian Methods In Finance
Bagasheva, Biliana S. Fabozzi, Frank J. Hsu,John S.J. Rachev, Svetlozar T.
Wiley & Sons Ltd. (2008)
- EAN: 9780471920830
- Páginas: 329
- Fecha de edición: 2008
pvp.91,00 €
Disponible entre 11 y 20 dias
This book offers an accessible overview of the theory and practice of Bayesian methods in finance. "Bayesian Methods in Finance" explains and illustrates the foundations of the Bayesian methodology in clear and accessible terms. It ...
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Operational Risk: a Guide To Basel II Capital Requirements, Models, And Analysis
Chernobai, Anna S. Fabozzi, Frank J. Rachev, Svetlozar T.
Wiley & Sons Ltd. (2007)
- EAN: 9780471780519
- Páginas: 320
- Fecha de edición: 2007
pvp.118,30 €
Disponible entre 11 y 20 dias
This work offers real solutions and innovative research on operational risk from top thinkers in the field. More than 100 operational losses exceeding $100 million in value have impacted firms globally over the past decade. ...
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Handbook Of Computational And Numerical Methods In Finance.
Rachev, Svetlozar T.
Birkhaüser (2004)
- EAN: 9780817632199
- Páginas: 435
- Fecha de edición: 2004
pvp.111,00 €
Disponible entre 11 y 20 dias
The subject of numerical methods in finance has recently emerged as a new discipline at the intersection of probability theory, finance, and numerical analysis. The methods employed bridge the gap between financial theory and computational ...
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Credit Risk. Measurement, Evaluation And Management.
Bol, Georg Nakhaeizadeh, G. Rachev, Svetlozar T. Ridder, T. Vollmer, K.
Springer Verlag (2003)
- EAN: 9783790800548
- Páginas: 333
- Fecha de edición: 2003
pvp.68,25 €
Disponible entre 11 y 20 dias
New developments in measuring, evaluating and managing credit risk are discussed in this volume. Addressing both practitioners in the banking sector and research institutions, the book provides a manifold view on one of the most-dicussed ...
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Handbook Of Heavy Tailed Distributions In Finance. Handbooks In Finance, Book 1.
Rachev, Svetlozar T.
Elsevier Science Publishers (2003)
- EAN: 9780444508966
- Páginas: 680
- Fecha de edición: 2003
pvp.163,80 €
Disponible entre 11 y 20 dias
The Handbooks in Finance are intended to be a definitive source for comprehensive and accessible information in the field of finance. Each individual volume in the series should present an accurate self-contained survey of a ...
