A Probability Metrics Approach to Financial Risk Measures

by Rachev, Svetlozar T. Rachev, Frank J. Fabozzi, et al.

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... This description may be from another edition of this product.

• Format: Hardcover
• Language: English
• ISBN: 1405183691
• ISBN13: 9781405183697
• Release Date: February 2011
• Publisher: Wiley-Blackwell
• Length: 392 Pages
• Weight: 1.54 lbs.
• Dimensions: 1.0" x 6.2" x 9.1"