Advanced stochastic models, risk assessment, and portfolio optimization :

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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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Đã lưu trong:

Sonraí Bibleagrafaíochta
Príomhúdar:	Rachev, S. T
Formáid:	Leabhar
Teanga:	Undetermined
Foilsithe:	Hoboken, N.J. Wiley 2008
Ábhair:	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
Clibeanna:	Cuir Clib Leis Gan Chlibeanna, Bí ar an gcéad duine leis an taifead seo a chlibeáil!

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

Míreanna Comhchosúla

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

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

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

Mối liên hệ giữa độ rủi ro phổ và hàm lợi ích thông qua robust statistics :
le: Nguyễn, Bùi Hạnh Như
Foilsithe: (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 :
le: Trần, Văn Phúc
Foilsithe: (2013)

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

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

Mô hình rủi ro cổ điển :
le: Phạm, Thị Bích Thủy
Foilsithe: (2015)

Extreme financial risks :
le: Malevergne, Yannick
Foilsithe: (2006)

Ecological risk assessment
Foilsithe: (1993)

Optimal portfolio modeling :
le: McDonnell, Philip J.
Foilsithe: (2008)

Optimal portfolio modeling :
le: McDonnell, Philip J.
Foilsithe: (2008)

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

Operational risk :
le: Lewis, Nigel Da Costa
Foilsithe: (2004)

Operational risk :
le: Lewis, Nigel Da Costa
Foilsithe: (2004)

Quantitative microbial risk assessment /
le: Haas, Charles N.
Foilsithe: (1999)

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

Fat-Tailed and return distributions :
le: Rachev, S. T.
Foilsithe: (2005)

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

Disaster risk management systems analysis :
Foilsithe: (2008)

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

Stochastic system reliability modeling /
le: Osaki, Shunji.
Foilsithe: (1985)

Stochastic system reliability modeling /
le: Osaki, Shunji.
Foilsithe: (1985)

Guide to mathematical modelling
le: Edwards, Dilwyn
Foilsithe: (2001)

A first course in mathematical modeling
le: Giordano, Frank R.
Foilsithe: (2003)

Mathematical modeling
le: Meerschaert, Mark M.
Foilsithe: (2007)

Mathematical modeling
le: Meerschaert, Mark M.
Foilsithe: (2013)

The Use of Risk Budgets in Portfolio Optimization
le: Unger, Albina
Foilsithe: (2015)

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

Stochastic Modeling. 1st ed. 2017
le: Lanchier, Nicolas
Foilsithe: (2020)

Theory of financial risks :
le: Bouchaud, Jean-Philippe
Foilsithe: (2000)

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

Empirical techniques in finance
le: Bhar, Ramaprasad.
Foilsithe: (2005)

Computational materials engineering :
Foilsithe: (2007)

Principles of financial economics
le: Leroy, Stephen F
Foilsithe: (2001)

Algorithms
le: Dasgupta, Sanjoy
Foilsithe: (2008)

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

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

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

Financial optimization
Foilsithe: (1993)

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