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A Probability Metrics Approach to Financial Risk Measures (Hardback)
  • A Probability Metrics Approach to Financial Risk Measures (Hardback)
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A Probability Metrics Approach to Financial Risk Measures (Hardback)

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£140.00
Hardback 392 Pages / Published: 21/01/2011
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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

Publisher: John Wiley and Sons Ltd
ISBN: 9781405183697
Number of pages: 392
Weight: 710 g
Dimensions: 235 x 155 x 27 mm


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