Advanced stochastic models, risk assessment, and portfolio optimization :

QR Kodea

Advanced stochastic models, risk assessment, and portfolio optimization : the ideal risk, uncertainty, and performance measures

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 appr...

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Xehetasun bibliografikoak
Egile nagusia:	Rachev, S. T
Formatua:	Liburua
Hizkuntza:	Undetermined
Argitaratua:	Hoboken, N.J. Wiley 2008
Gaiak:	Risk assessment,Portfolio management,Stochastic processes,Đánh giá rủi ro,Quản lý danh mục đầu tư,Quy trình ngẫu nhiên Mathematical models,Mathematical models,Mô hình toán học,Mô hình toán học
Etiketak:	Etiketa erantsi Etiketarik gabe, Izan zaitez lehena erregistro honi etiketa jartzen!

Thư viện lưu trữ:	Trung tâm Học liệu Trường Đại học Cần Thơ

Antzeko izenburuak

Xấp xỉ giá trị rủi ro trong những mô hình Gauss điều kiện :
nork: Triệu, Vĩ Thuận
Argitaratua: (2010)

Một số ứng dụng của phép biến đổi PH trong tài chính :
nork: Nguyễn, Thanh Tân
Argitaratua: (2016)

Một số ứng dụng của phép biến đổi Wang trong tài chính :
nork: Huỳnh, Thiện Tú
Argitaratua: (2016)

Mối liên hệ giữa độ rủi ro phổ và hàm lợi ích thông qua robust statistics :
nork: Nguyễn, Bùi Hạnh Như
Argitaratua: (2014)

Sự không đơn điệu của độ đo rủi ro VaR và tính ổn định củ một số độ đo rủi ro theo thời gian :
nork: Trần, Văn Phúc
Argitaratua: (2013)

Một số vấn đề liên quan đến tổng hình học và ứng dụng trong lý thuyết rủi ro :
nork: Nguyễn, Thị Của
Argitaratua: (2014)

Độ đo rủi ro và ứng dụng :
nork: Trần, Thị Xuân Thơ
Argitaratua: (2014)

Mô hình rủi ro cổ điển :
nork: Phạm, Thị Bích Thủy
Argitaratua: (2015)

Extreme financial risks :
nork: Malevergne, Yannick
Argitaratua: (2006)

Ecological risk assessment
Argitaratua: (1993)

Optimal portfolio modeling :
nork: McDonnell, Philip J.
Argitaratua: (2008)

Optimal portfolio modeling :
nork: McDonnell, Philip J.
Argitaratua: (2008)

Optimization of business processes : An introduction to applied stochastic modeling /
nork: Koole, Ger.
Argitaratua: (2006)

Operational risk :
nork: Lewis, Nigel Da Costa
Argitaratua: (2004)

Operational risk :
nork: Lewis, Nigel Da Costa
Argitaratua: (2004)

Option pricing, interest rates and risk management :
Argitaratua: (2001)

Quantitative microbial risk assessment /
nork: Haas, Charles N.
Argitaratua: (1999)

Fat-Tailed and return distributions :
nork: Rachev, S. T.
Argitaratua: (2005)

Disaster risk management systems analysis :
Argitaratua: (2008)

Linear and Mixed Integer Programming for Portfolio Optimization
nork: Mansini, Renata, et al.
Argitaratua: (2015)

Phương pháp mô hình phân tích rủi ro tín dụng :
nork: Nguyễn, Thanh Sang
Argitaratua: (2009)

Guide to mathematical modelling
nork: Edwards, Dilwyn
Argitaratua: (2001)

A first course in mathematical modeling
nork: Giordano, Frank R.
Argitaratua: (2003)

Mathematical modeling
nork: Meerschaert, Mark M.
Argitaratua: (2007)

Mathematical modeling
nork: Meerschaert, Mark M.
Argitaratua: (2013)

Stochastic system reliability modeling /
nork: Osaki, Shunji.
Argitaratua: (1985)

Stochastic system reliability modeling /
nork: Osaki, Shunji.
Argitaratua: (1985)

Portfolio management under stress: a bayesian-net approach to coherent asset allocation
nork: Rebonato, Riccardo
Argitaratua: (2013)

Theory of financial risks :
nork: Bouchaud, Jean-Philippe
Argitaratua: (2000)

The Use of Risk Budgets in Portfolio Optimization
nork: Unger, Albina
Argitaratua: (2015)

Một lớp các toán tử biến đổi dùng để định giá một số rủi ro trong tài chính và bảo hiểm :
nork: Phan, Văn Cam
Argitaratua: (2013)

Empirical techniques in finance
nork: Bhar, Ramaprasad.
Argitaratua: (2005)

Stochastic Modeling. 1st ed. 2017
nork: Lanchier, Nicolas
Argitaratua: (2020)

Computational materials engineering :
Argitaratua: (2007)

Algorithms
nork: Dasgupta, Sanjoy
Argitaratua: (2008)

Principles of financial economics
nork: Leroy, Stephen F
Argitaratua: (2001)

Phân tích ảnh hưởng của rủi ro riêng đến lợi nhuận cổ phiếu tại sở giao dịch chứng khoán thành phố Hồ Chí Minh :
Argitaratua: (2018)

Financial optimization
Argitaratua: (1993)

Phương trình vi phân ngẫu nhiên áp dụng trong tài chính một số mô hình trái phiếu và lãi suất :
nork: Cao, Bảo Đằng
Argitaratua: (2010)

Phương trình vi phân ngẫu nhiên áp dụng trong tài chính mô hình Black-Scholes :
nork: Lê, Hồ Ngọc Toản
Argitaratua: (2010)