Search results for ‘Frank J. Fabozzi,Svetlozar T. Rachev,Christian Menn’

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      Cover image for Fat-Tailed and Skewed Asset Return Distributions: Implications for Risk Management, Portfolio Selection, and Option Pricing
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      Fat-Tailed and Skewed Asset Return Distributions: Implications for Risk Management, Portfolio Selection, and Option Pricing

      Frank J. Fabozzi,Svetlozar T. Rachev,Christian Menn

      While mainstream theories and concepts assume that asset returns are normally distributed, empirical evidence shows otherwise. This book bridges the gap between the highly technical theory of the statistical distribution…

      $208.99

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      Cover image for Robust & Non-Robust Models in Statistics
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      Robust & Non-Robust Models in Statistics

      Lev B Klebanov,Svetlozar T Rachev,Frank J Fabozzi

      Considers the so-called ill-posed problems and stability in statistics. This book explains that ill-posed problems are not a mere curiosity in the field of contemporary probability. It aims to identify…

      $294.99

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      Cover image for Advanced Stochastic Models, Risk Assessment, and Portfolio Optimization: The Ideal Risk, Uncertainty, and Performance Measures
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      Advanced Stochastic Models, Risk Assessment, and Portfolio Optimization: The Ideal Risk, Uncertainty, and Performance Measures

      Svetlozar T. Rachev,Frank J. Fabozzi,Stoyan V. Stoyanov

      Intends to extend traditional approaches of risk measurement and portfolio optimization by combining distributional models with risk or performance measures into one framework.

      $198.99

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      Cover image for A Probability Metrics Approach to Financial Risk Measures
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      A Probability Metrics Approach to Financial Risk Measures

      Svetlozar T. Rachev,Stoyan V. Stoyanov,Frank J. Fabozzi, CFA

      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. The…

      $424.99

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      Cover image for Probability and Statistics for Finance
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      Probability and Statistics for Finance

      Svetlozar T. Rachev,Markus Hoechstoetter,Frank J. Fabozzi,Sergio M. Focardi

      A comprehensive look at how probability and statistics is applied to the investment process Finance has become increasingly more quantitative, drawing on techniques in probability and statistics that many finance…

      $165.99

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      Cover image for The Basics of Financial Econometrics: Tools, Concepts, and Asset Management Applications
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      The Basics of Financial Econometrics: Tools, Concepts, and Asset Management Applications

      Frank J. Fabozzi,Sergio M. Focardi,Svetlozar T. Rachev,Bala G. Arshanapalli,Markus Hoechstoetter

      An accessible guide to the growing field of financial econometrics As finance and financial products have become more complex, financial econometrics has emerged as a fast-growing field and necessary foundation…

      $295.99

      Available to order, ships in approx 2 weeksAvailable to order

      Cover image for Financial Models with Levy Processes and Volatility Clustering
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      Financial Models with Levy Processes and Volatility Clustering

      Svetlozar T. Rachev,Young Shim Kim,Michele L. Bianchi,Frank J. Fabozzi

      * In this book, authors Rachev, Kim, Bianchi, and Fabozzi present readers with the notions of risk and their corresponding performance measures.

      $219.99

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      Cover image for Bayesian Methods in Finance
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      Bayesian Methods in Finance

      Svetlozar T. Rachev,John S.J. Hsu,Biliana S. Bagasheva,Frank J. Fabozzi

      Offers an overview of the theory and practice of Bayesian Methods in Finance. This book explains and illustrates the fundamentals of the Bayesian methodology and their applications to finance in…

      $157.99

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      Cover image for Financial Econometrics: from Basics to Advanced Modeling Techniques
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      Financial Econometrics: from Basics to Advanced Modeling Techniques

      Frank J. Fabozzi,Sergio M. Focardi,Svetlozar T. Rachev,Stefan Mittnik,Teo Jasic, PhD

      A guide to financial econometrics, it introduces the reader to this discipline and the concepts and theories associated with it, including background material on probability theory and statistics. It explains…

      $207.99

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