語系
Rachev, S. T.
概要
| 作品: | 1 作品在 4 項出版品 1 種語言 | |
|---|---|---|
書目資訊
The methods of distances in the theory of probability and statistics /
by:
Rachev, S. T.
(書目-語言資料,印刷品)
Handbook of heavy tailed distributions in finance
by:
Rachev, S. T.; ScienceDirect (Online service)
(書目-電子資源)
Advanced stochastic models, risk assessment, and portfolio optimization :the ideal risk, uncertainty, and performance measures /
by:
Fabozzi, Frank J.; Rachev, S. T.; Stoyanov, Stoyan V.
(書目-語言資料,印刷品)
Operational risk :a guide to Basel II capital requirements, models, and analysis /
by:
Chernobai, Anna S.; Fabozzi, Frank J.; Rachev, S. T.
(書目-語言資料,印刷品)
Rating based modeling of credit risk :theory and application of migration matrices /
by:
Rachev, S. T.; Trueck, Stefan.
(書目-語言資料,印刷品)
Fat-tailed and skewed asset return distributions :implications for risk management, portfolio selection, and option pricing /
by:
Fabozzi, Frank J.; Menn, Christian.; Rachev, S. T.
(書目-語言資料,印刷品)
Financial econometrics :from basics to advanced modeling techniques /
by:
Rachev, S. T.
(書目-語言資料,印刷品)
主題
Econometrics.
Probability measures.
Combinatorial probabilities.
Operational risk.
Portfolio management.
Credit ratings.
Portfolio management
Mathematical statistics.
Bank management.
Risk assessment
Finance
Risk management.
Multivariate analysis.
Financieel management.
Stochastic processes.
Statistics.
Bayesian statistical decision theory.
Statistische methoden.
Credit
Mathematical optimization.
Probabilities.