ISBN: 9780470053164 - advanced stochastic models, risk assessment, and portfolio optimization: the ideal risk, uncertainty, and performance measures (30 risultati)

Hardcover. Condizione: Bon. Ancien livre de bibliothèque avec équipements. Couverture différente. Edition 2008. Ammareal reverse jusqu'à 15% du prix net de cet article à des organisations caritatives. ENGLISH DESCRIPTION Book Condition: Used, Good. Former library book. Different cover. Edition 2008. Ammareal gives back up to 15% of this item's net price to charity organizations. …

hardcover. Condizione: Good. 1st Edition. Ships in a BOX from Central Missouri! May not include working access code. Will not include dust jacket. Has used sticker(s) and some writing or highlighting. UPS shipping for most packages, (Priority Mail for AK/HI/APO/PO Boxes).

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HRD. Condizione: New. New Book. Shipped from UK. Established seller since 2000.

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Hardback. Condizione: New. 1st. This groundbreaking book extends traditional approaches of risk measurement and portfolio optimization by combining distributional models with risk or performance measures into one framework. Throughout these pages, the expert authors explain the fundamentals of probability metrics, outline new approaches to portfolio optimization, and discuss a variety of essential risk measures. Using numerous examples, they illustrate a range of applications to optimal portfolio choice and risk theory, as well as applications to the area of computational finance that may be useful to financial engineers.…

Condizione: New.

Condizione: New. pp. xviii + 382 Illus.

Condizione: New. In English.

Condizione: New. This groundbreaking book extends traditional approaches of risk measurement and portfolio optimization by combining distributional models with risk or performance measures into one framework. Series: Frank J. Fabozzi Series. Num Pages: 382 pages, black & white illustrations, black & white tables, figures. BIC Classification: KCH; KFF. Category: (P) Professional & Vocational. Dimension: 180 x 237 x 27. Weight in Grams: 726. . 2008. 1st Edition. Hardcover. . . . . …

Condizione: New. pp. xviii + 382.

Hardback. Condizione: New. New copy - Usually dispatched within 4 working days.

Hardcover. Condizione: Brand New. illustrated edition. 382 pages. 9.25x6.25x1.25 inches. In Stock.

Condizione: New. This groundbreaking book extends traditional approaches of risk measurement and portfolio optimization by combining distributional models with risk or performance measures into one framework. Series: Frank J. Fabozzi Series. Num Pages: 382 pages, black & white illustrations, black & white tables, figures. BIC Classification: KCH; KFF. Category: (P) Professional & Vocational. Dimension: 180 x 237 x 27. Weight in Grams: 726. . 2008. 1st Edition. Hardcover. . . . . Books ship from the US and Ireland. …

Condizione: good. May show signs of wear, highlighting, writing, and previous use. This item may be a former library book with typical markings. No guarantee on products that contain supplements Your satisfaction is 100% guaranteed. Twenty-five year bookseller with shipments to over fifty million happy customers.…

Gebunden. Condizione: New. Svetlozar T. Rachev, PhD, Doctor of Science, is Chair-Professor at the University of Karlsruhe in the School of Economics and Business Engineering Professor Emeritus at the University of California, Santa Barbara and Chief-Scientist of FinAnalytica Inc.St.

Buch. Condizione: Neu. Neuware - Advanced Stochastic Models, Risk Assessment, and Portfolio OptimizationThe finance industry is seeing increased interest in new risk measures and techniques for portfolio optimization when parameters of the model are uncertain.This groundbreaking book extends traditional approaches of risk measurement and portfolio optimization by combining distributional models with risk or performance measures into one framework. Throughout these pages, the expert authors explain the fundamentals of probability metrics, outline new approaches to portfolio optimization, and discuss a variety of essential risk measures. Using numerous examples, they illustrate a range of applications to optimal portfolio choice and risk theory, as well as applications to the area of computational finance that may be useful to financial engineers. They also clearly show how stochastic models, risk assessment, and optimization are essential to mastering risk, uncertainty, and performance measurement.Advanced Stochastic Models, Risk Assessment, and Portfolio Optimization provides quantitative portfolio managers (including hedge fund managers), financial engineers, consultants, and academic researchers with answers to the key question of which risk measure is best for any given problem.…

Hardback. Condizione: New. 1st. This groundbreaking book extends traditional approaches of risk measurement and portfolio optimization by combining distributional models with risk or performance measures into one framework. Throughout these pages, the expert authors explain the fundamentals of probability metrics, outline new approaches to portfolio optimization, and discuss a variety of essential risk measures. Using numerous examples, they illustrate a range of applications to optimal portfolio choice and risk theory, as well as applications to the area of computational finance that may be useful to financial engineers.…

Condizione: Gut. Zustand: Gut | Seiten: 400 | Sprache: Englisch | Produktart: Bücher | Keine Beschreibung verfügbar.

Hardcover. Condizione: Like New. LIKE NEW. SHIPS FROM MULTIPLE LOCATIONS. book.

Hardcover. Condizione: gut. Advanced Stochastic Models, Risk Assessment, and Portfolio Optimization: The Ideal Risk, Uncertainty, and Performance Measures (Frank J. Fab In englischer Sprache. pages.

Hardcover. Condizione: Brand New. illustrated edition. 382 pages. 9.25x6.25x1.25 inches. In Stock. This item is printed on demand.

Hardback. Condizione: New. This item is printed on demand. New copy - Usually dispatched within 5-9 working days.

Condizione: New. PRINT ON DEMAND pp. xviii + 382.

Hardcover. Condizione: new. Hardcover. This groundbreaking book extends traditional approaches of risk measurement and portfolio optimization by combining distributional models with risk or performance measures into one framework. Throughout these pages, the expert authors explain the fundamentals of probability metrics, outline new approaches to portfolio optimization, and discuss a variety of essential risk measures. Using numerous examples, they illustrate a range of applications to optimal portfolio choice and risk theory, as well as applications to the area of computational finance that may be useful to financial engineers. This groundbreaking book extends traditional approaches of risk measurement and portfolio optimization by combining distributional models with risk or performance measures into one framework. This item is printed on demand. Shipping may be from our UK warehouse or from our Australian or US warehouses, depending on stock availability.…