A Probability Metrics Approach to Financial Risk Measures - Image 1

£131.19

Wiley A Probability Metrics Approach to Financial Risk Measures

Name: A Probability Metrics Approach to Financial Risk Measures
Brand: Wiley
Price: 131.19 GBP
Availability: InStock

Econometrics

Price History & Forecast

Last 46 days • 46 data points (No recent data available)

Historical

Generating forecast...

Price Distribution

Price distribution over 46 days • 3 price levels

Days at Price

Current Price

Price Analysis

Most common price: £138 (37 days, 80.4%)

Price range: £131 - £138

Price levels: 3 different prices over 46 days

Description

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 classes of risk measures Describes applications in finance and extends them where possible Presents the theory of probability metrics in a more accessible form which would be appropriate for non-specialists in the field Applications include optimal portfolio choice, risk theory, and numerical methods in finance Topics requiring more mathematical rigor and detail are included in technical appendices to chapters

Product Specifications

Brand: Wiley
Format: Hardcover
ASIN: 1405183691
Category: Books > Subjects > Business, Finance & Law > Economics > Econometrics
Domain: Amazon UK
Release Date: 21 January 2011
Listed Since: 01 February 2008

Barcode

No barcode data available

Wiley A Probability Metrics Approach to Financial Risk Measures

Price History & Forecast

Price Distribution

Price Analysis

Description

Product Specifications

Barcode

Similar Products You Might Like

Measure, Probability, and Mathematical Finance: A Problem-Oriented Approach

Risk and Financial Management: Mathematical and Computational Methods

Mathematics and Statistics for Financial Risk Management (Wiley Finance)

Quantitative Financial Risk Management (Wiley Finance)

Measuring Market Risk (The Wiley Finance Series)

Model Risk In Financial Markets: From Financial Engineering To Risk Management

Handbook of Market Risk (Wiley Handbooks in Financial Engineering and Econometrics)

The Handbook of Risk Management and Analysis

The Mathematics of Money Management: Risk Analysis Techniques for Traders: 18 (Wiley Finance)

Analysis of Financial Time Series (Wiley Series in Probability and Statistics)

Financial Risk Modelling and Portfolio Optimization with R

Probability And Finance Theory (Second Edition): 2nd Edition

Applied Probabilistic Calculus for Financial Engineering: An Introduction Using R

Market Risk Analysis: Quantitative Methods in Finance, Practical Financial Econometrics, Pricing, Hedging and Trading Financial Instruments, Value-at-Risk Models

Financial Risk Management: Domestic and International Dimensions

Risk and Portfolio Analysis: Principles and Methods (Springer Series in Operations Research and Financial Engineering)

Mathematical and Statistical Methods for Actuarial Sciences and Finance

Mathematical Finance: Theory, Modeling, Implementation

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

Recent Applications of Financial Risk Modelling and Portfolio Management

Probability and Statistics for Finance: 176 (Frank J. Fabozzi Series)

Bayesian Risk Management: A Guide to Model Risk and Sequential Learning in Financial Markets (Wiley Finance)

Pricing Insurance Risk: Theory and Practice (Wiley Series in Probability and Statistics)

Quantitative Methods for Finance