£131.19

Wiley A Probability Metrics Approach to Financial Risk Measures

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£154.95 £124.41 £131.08 £137.74 £144.40 £151.06 £157.73 01 February 2025 12 May 2025 21 August 2025 30 November 2025 11 March 2026

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238 days · current 97 days 40 days 29 days 0 60 119 179 238 £127-133 £133-138 £138-144 £149-155 Days at Price

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Price range: £127 - £155

Price levels: 4 price ranges over 404 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
Domain
Amazon UK
Release Date
21 January 2011
Listed Since
01 February 2008

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