Advanced Stochastic Models, Risk Assessment, and Portfolio Optimization: The Ideal Risk, Uncertainty, and Performance Measures: 149 (Frank J. Fabozzi Series) - Image 1

£50.24

Wiley Advanced Stochastic Models, Risk Assessment, and Portfolio Optimization: The Ideal Risk, Uncertainty, and Performance Measures: 149 (Frank J. Fabozzi Series)

Name: Advanced Stochastic Models, Risk Assessment, and Portfolio Optimization: The Ideal Risk, Uncertainty, and Performance Measures: 149 (Frank J. Fabozzi Series)
Brand: Wiley
Price: 41.82 GBP
Availability: InStock

Econometrics

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Description

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.

Product Specifications

Brand: Wiley
Format: hardcover
ASIN: 047005316X
Category: Books > Subjects > Business, Finance & Law > Economics > Econometrics
Domain: Amazon UK
Release Date: 11 April 2008
Listed Since: 08 May 2007

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Wiley Advanced Stochastic Models, Risk Assessment, and Portfolio Optimization: The Ideal Risk, Uncertainty, and Performance Measures: 149 (Frank J. Fabozzi Series)

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