Probability metrics approach to financial risk measures/

By:

Rachev, Svetlozar T

Contributor(s):

Material type: Text

TextPublication details: New Delhi: Wiley India, 2011.Description: xvi, 375pISBN:

9781405183697

DDC classification:

332.015192 RAC

Summary: Svetlozar (Zari) T. Rachev is Chair-Professor in Statistics, Econometrics and Mathematical Finance at the University of Karlsruhe in the School of Economics and Business Engineering. He is also Professor Emeritus at the University of California, Santa Barbara in the Department of Statistics and Applied Probability. He has published seven monographs, eight handbooks and special-edited volumes, and over 300 research articles. His recently coauthored books published by Wiley in mathematical finance and financial econometrics include Fat-Tailed and Skewed Asset Return Distributions: Implications for Risk Management, Portfolio selection, and Option Pricing (2005), Operational Risk: A Guide to Basel II Capital Requirements, Models, and Analysis (2007), Financial Econometrics: From Basics to Advanced Modeling Techniques (2007), and Bayesian Methods in Finance (2008). He is cofounder of Bravo Group, now FinAnalytica, specializing in financial risk-management software, for which he serves as Chief Scientist.

Item type:

Book

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Holdings
Item type	Current library	Call number	Status	Date due	Barcode
Book	IIM Kashipur	332.015192 RAC (Browse shelf(Opens below))	Available		1609

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Previous	332.015118 BEN Financial modeling	332.015118 TEA Quantative methods for finance and investments/	332.01514742 MAN Fractals and scaling in finance: discontinnity, concentration, risk/	332.015192 RAC Probability metrics approach to financial risk measures/	332.015195 HAN Handbook of financial econometrics, mathematics, statistics and machine learning/ edited by Cheng Few Lee and John C. Lee	332.015195 HAN Handbook of financial econometrics, mathematics, statistics and machine learning/ edited by Cheng Few Lee and John C. Lee	332.015195 HAN Handbook of financial econometrics, mathematics, statistics and machine learning/ edited by Cheng Few Lee and John C. Lee	Next

Includes index

Svetlozar (Zari) T. Rachev is Chair-Professor in Statistics, Econometrics and Mathematical Finance at the University of Karlsruhe in the School of Economics and Business Engineering. He is also Professor Emeritus at the University of California, Santa Barbara in the Department of Statistics and Applied Probability. He has published seven monographs, eight handbooks and special-edited volumes, and over 300 research articles. His recently coauthored books published by Wiley in mathematical finance and financial econometrics include Fat-Tailed and Skewed Asset Return Distributions: Implications for Risk Management, Portfolio selection, and Option Pricing (2005), Operational Risk: A Guide to Basel II Capital Requirements, Models, and Analysis (2007), Financial Econometrics: From Basics to Advanced Modeling Techniques (2007), and Bayesian Methods in Finance (2008). He is cofounder of Bravo Group, now FinAnalytica, specializing in financial risk-management software, for which he serves as Chief Scientist.

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