A probability metrics approach to financial risk measures / Svetlozar T. Rachev, Stoyan V. Stoyanov, Frank J. Fabozzi, CFA.
Contributor(s): Resource type: Ressourcentyp: Buch (Online)Book (Online)Language: English Publisher: Chichester, West Sussex, U.K ; Malden, MA : Wiley-Blackwell, 2011Edition: Online-AusgDescription: Online-Ressource (1 online resource (xvi, 375 p.)) : illISBN:- 9781283407984
- 1283407981
- 9781444392692
- Finanzmathematik
- Risikomaß
- Wahrscheinlichkeitsrechnung
- Monte-Carlo-Simulation
- Risikoanalyse
- Stochastisches Modell
- Financial risk management
- Probabilities
- Financial risk management--Mathematical models
- Risk assessment--Mathematical models
- Financial risk management Mathematical models
- Risk assessment Mathematical models
- Probability measures
- Metric spaces
- 332.015192
- 332.01/5192 22
- BUS033070
- HD61
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