Advanced Stochastic Models, Risk Assessment, and Portfolio Optimization: The Ideal Risk, Uncertainty, and Performance Measures - Frank J. Fabozzi Series - Rachev, Svetlozar T. (University of California, Santa Barbara) - Bøger - John Wiley & Sons Inc - 9780470053164 - 1. februar 2008
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Advanced Stochastic Models, Risk Assessment, and Portfolio Optimization: The Ideal Risk, Uncertainty, and Performance Measures - Frank J. Fabozzi Series

Rachev, Svetlozar T. (University of California, Santa Barbara)

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Advanced Stochastic Models, Risk Assessment, and Portfolio Optimization: The Ideal Risk, Uncertainty, and Performance Measures - Frank J. Fabozzi Series

This groundbreaking book extends traditional approaches of risk measurement and portfolio optimization by combining distributional models with risk or performance measures into one framework.


382 pages, black & white illustrations, black & white tables, figures

Medie Bøger     Hardcover bog   (Bog med hård ryg og stift omslag)
Udgivet 1. februar 2008
ISBN13 9780470053164
Forlag John Wiley & Sons Inc
Antal sider 400
Mål 237 × 180 × 27 mm   ·   598 g
Sprog Engelsk  

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