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Fat-Tailed & Skewed Asset Return Distributions
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  • Year: 2005
  • Author: Svetlozar T. Rachev, Frank J. Fabozzi, Christian Menn
A Probability Metrics Approach to Financial Risk Measures
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  • Year: 2011
  • Author: Svetlozar T. Rachev, Stoyan V. Stoyanov, Frank J. Fabozzi
A Probability Metrics Approach to Financial Risk Measures
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  • Year: 2011
  • Author: Svetlozar T. Rachev, Stoyan V. Stoyanov, Frank J. Fabozzi
A Probability Metrics Approach to Financial Risk Measures
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  • Year: 2011
  • Author: Svetlozar T. Rachev, Stoyan V. Stoyanov, Frank J. Fabozzi CFA
A Probability Metrics Approach to Financial Risk Measures
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  • Year: 2011
  • Author: Svetlozar T. Rachev, Stoyan V. Stoyanov, Frank J. Fabozzi CFA
Advanced Stochastic Models, Risk Assessment, and Portfolio Optimization: The Ideal Risk, Uncertainty, and Performance Measures
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  • Year: 2008
  • Author: Svetlozar T. Rachev, Stoyan V. Stoyanov, Frank J. Fabozzi CFA
Probability and Statistics for Finance
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  • Year: 2010
  • Author: Svetlozar T. Rachev, Markus Hoechstoetter, Frank J. Fabozzi, Sergio M. Focardi
Probability and Statistics for Finance (Frank J. Fabozzi Series)
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  • English
  • Year: 2010
  • Author: Svetlozar T. Rachev, Markus Hoechstoetter, Frank J. Fabozzi CFA, Sergio M. Focardi
Financial Models with Levy Processes and Volatility Clustering
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  • Year: 2011
  • Author: Svetlozar T. Rachev, Young Shin Kim, Michele Leonardo Bianchi, Frank J. Fabozzi(auth.)
Bayesian Methods in Finance
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  • Year: 2008
  • Author: Svetlozar T. Rachev, John S. J. Hsu, Biliana S. Bagasheva, Frank J. Fabozzi CFA