A probability metrics approach to financial risk measures /

"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...

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Bibliographic Details

Main Author:	Rachev, S. T. (Svetlozar Todorov)
Other Authors:	Stoyanov, Stoyan V., Fabozzi, Frank J.
Format:	eBook
Language:	English
Published:	Chichester, West Sussex, U.K. ; Malden, MA : Wiley-Blackwell, 2011.
Series:	Wiley online library.
Subjects:	Financial risk management. Probabilities. Electronic books.
Online Access:	Connect to the full text of this electronic book