A probability metrics approach to financial risk measures [electronic resources]

A probability metrics approach to financial risk measures [electronic resources]

"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...

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Bibliographic Details
Main Authors: Rachev, S. T. [ (Svetlozar Todorov)] (Author), Fabozzi, Frank J. (Author), Stoyanov, Stoyan V. (Author)
Format: Book
Language:English
Published: Chichester, West Sussex, UK : Wiley-Blackwell , c2011
Subjects:
Financial risk management
Probabilities
Online Access:Wiley Online Library

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