دانلود کتاب Advanced Stochastic Models, Risk Assessment, and Portfolio Optimization: The Ideal Risk, Uncertainty, and Performance Measures

Name: Advanced Stochastic Models, Risk Assessment, and Portfolio Optimization: The Ideal Risk, Uncertainty, and Performance Measures
Availability: InStock
Author: Svetlozar T. Rachev
ISBN: 047005316X, 9780470053164, 9780470253601

by Svetlozar T. Rachev, Stoyan V. Stoyanov, Frank J. Fabozzi CFA

عنوان فارسی: مدل های تصادفی پیشرفته، خطر ارزیابی و بهینه سازی نمونه کارها: ایده آل خطر عدم قطعیت و اندازه گیری عملکرد
ناشر: Wiley
سال: 2008
زبان: انگلیسی
تعداد صفحه (نسخه چاپی - نسخه الکترونیکی): 382-403
شابک: 047005316X, 9780470053164, 9780470253601
نوع فایل: PDF دانلود نرم افزار مطالعه
حجم: 4.00 مگابایت

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جزییات کتاب

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.