Advanced stochastic models, risk assessment, and portfolio optimization :

क्यूआर कोड

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...

पूर्ण विवरण

में बचाया:

ग्रंथसूची विवरण
मुख्य लेखक:	Rachev, S. T
स्वरूप:	पुस्तक
भाषा:	Undetermined
प्रकाशित:	Hoboken, N.J. Wiley 2008
विषय:	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
टैग :	टैग जोड़ें कोई टैग नहीं, इस रिकॉर्ड को टैग करने वाले पहले व्यक्ति बनें!

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

समान संसाधन

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

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

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

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

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

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

Mô hình rủi ro cổ điển :
द्वारा: Phạm, Thị Bích Thủy
प्रकाशित: (2015)

Extreme financial risks :
द्वारा: Malevergne, Yannick
प्रकाशित: (2006)

Ecological risk assessment
प्रकाशित: (1993)

Optimal portfolio modeling :
द्वारा: McDonnell, Philip J.
प्रकाशित: (2008)

Optimal portfolio modeling :
द्वारा: McDonnell, Philip J.
प्रकाशित: (2008)

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

Operational risk :
द्वारा: Lewis, Nigel Da Costa
प्रकाशित: (2004)

Operational risk :
द्वारा: Lewis, Nigel Da Costa
प्रकाशित: (2004)

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

Quantitative microbial risk assessment /
द्वारा: Haas, Charles N.
प्रकाशित: (1999)

Fat-Tailed and return distributions :
द्वारा: Rachev, S. T.
प्रकाशित: (2005)

Disaster risk management systems analysis :
प्रकाशित: (2008)

Linear and Mixed Integer Programming for Portfolio Optimization
द्वारा: Mansini, Renata, और अन्य
प्रकाशित: (2015)

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

Guide to mathematical modelling
द्वारा: Edwards, Dilwyn
प्रकाशित: (2001)

A first course in mathematical modeling
द्वारा: Giordano, Frank R.
प्रकाशित: (2003)

Mathematical modeling
द्वारा: Meerschaert, Mark M.
प्रकाशित: (2007)

Mathematical modeling
द्वारा: Meerschaert, Mark M.
प्रकाशित: (2013)

Stochastic system reliability modeling /
द्वारा: Osaki, Shunji.
प्रकाशित: (1985)

Stochastic system reliability modeling /
द्वारा: Osaki, Shunji.
प्रकाशित: (1985)

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

Theory of financial risks :
द्वारा: Bouchaud, Jean-Philippe
प्रकाशित: (2000)

The Use of Risk Budgets in Portfolio Optimization
द्वारा: Unger, Albina
प्रकाशित: (2015)

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

Empirical techniques in finance
द्वारा: Bhar, Ramaprasad.
प्रकाशित: (2005)

Stochastic Modeling. 1st ed. 2017
द्वारा: Lanchier, Nicolas
प्रकाशित: (2020)

Computational materials engineering :
प्रकाशित: (2007)

Algorithms
द्वारा: Dasgupta, Sanjoy
प्रकाशित: (2008)

Principles of financial economics
द्वारा: Leroy, Stephen F
प्रकाशित: (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 :
प्रकाशित: (2018)

Financial optimization
प्रकाशित: (1993)

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

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