A Probability Metrics Approach to Financial Risk Measures

金融风险措施概率度量方法

货币银行学

原   价:
2897.5
售   价:
2318.00
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平台大促 低至8折优惠
发货周期:预计3-5周发货
作      者
出  版 社
出版时间
2011年01月21日
装      帧
精装
ISBN
9781405183697
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页      码
392
语      种
英文
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图书简介
"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 measuresDescribes applications in finance and extends them where possiblePresents the theory of probability metrics in a more accessible form which would be appropriate for non-specialists in the fieldApplications include opt
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