Languages
Rachev, S. T.
Overview
| Works: | 1 works in 4 publications in 1 languages | |
|---|---|---|
Titles
The methods of distances in the theory of probability and statistics /
by:
Rachev, S. T.
(Language materials, printed)
Handbook of heavy tailed distributions in finance
by:
Rachev, S. T.; ScienceDirect (Online service)
(Electronic resources)
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.
(Language materials, printed)
Operational risk :a guide to Basel II capital requirements, models, and analysis /
by:
Chernobai, Anna S.; Fabozzi, Frank J.; Rachev, S. T.
(Language materials, printed)
Rating based modeling of credit risk :theory and application of migration matrices /
by:
Rachev, S. T.; Trueck, Stefan.
(Language materials, printed)
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.
(Language materials, printed)
Financial econometrics :from basics to advanced modeling techniques /
by:
Rachev, S. T.
(Language materials, printed)
Subjects
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.