Basics of Financial Econometrics

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

A probability metrics approach to financial risk measures

By S. T. Rachev

"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...

Probability Metrics Approach to Financial Risk Measures

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

Probability Metrics Approach to Financial Risk Measures

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

Probability Metrics Approach to Financial Risk Measures

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

Probability Metrics Approach to Financial Risk Measures

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

Approximation Probability and Related Fields

By Svetlozar T. Rachev, George A. Anastassiou

The Methods Of Distances In The Theory Of Probability And Statistics

By

This book covers the method of metric distances and its application in probability theory and other fields. The method is fundamental in the study of limit theorems and generally in assessing the q...

The Methods of Distances in the Theory of Probability and Statistics

By Svetlozar T. Rachev

This book covers the method of metric distances and its application in probability theory and other fields. The method is fundamental in the study of limit theorems and generally in assessing the q...

Robust and non robust models in statistics

By L. B. Klebanov