Sökresultat för: Svetlozar T. Rachev
Rating Based Modeling of Credit Risk (Inbunden)
avStefan Trueck, Svetlozar T. Rachev
ISBN: 9780123736833 - UTGIVEN: 2008-12-01Credit risk is one of the most studied topics in quantitative finance. This book provides an introduction and overview on rating based modeling of credit risk focusing on the theory and application of credit migration matrices. It provides an up-to-date reference to the central problems of the field[...]
Advanced Stochastic Models, Risk Assessment, and Portfolio Optimization: Th (Inbunden)
avSvetlozar T. Rachev, Frank J. Fabozzi
ISBN: 9780470053164 - UTGIVEN: 2008-02-29
Probability and Statistics for Finance (Inbunden)
avSvetlozar T. Rachev, Markus Hoechstoetter, Frank Fabozzi
ISBN: 9780470400937 - UTGIVEN: 2010-10-31
Financial Models with Levy Processes and Volatility Clustering (Häftad)
avSvetlozar T. Rachev, Young Shim Kim, Michele L. Bianchi
ISBN: 9780470482353 - UTGIVEN: 2011-04-30
Fat-Tailed and Skewed Asset Return Distributions : Implications for Risk Ma (Inbunden)
avFrank J. Fabozzi, Svetlozar T. Rachev
ISBN: 9780471718864 - UTGIVEN: 2005-07-31
Operational Risk: A Guide to Basel II Capital Requirements, Models, and Ana (Inbunden)
avAnna S. Chernobai, Svetlozar T. Rachev, Frank J. Fabozzi
ISBN: 9780471780519 - UTGIVEN: 2007-06-30
Financial Econometrics: From Basics to Advanced Modeling Techniques (Inbunden)
avSvetlozar T. Rachev, Stefan Mittnik, Frank J. Fabozzi
ISBN: 9780471784500 - UTGIVEN: 2006-12-31
Bayesian Methods in Finance (Inbunden)
avSvetlozar T. Rachev, John S. J. Hsu, Biliana S Bagasheva
ISBN: 9780471920830 - UTGIVEN: 2008-02-29
Stable Paretian Models in Finance (Inbunden)
avSvetlozar T. Rachev
ISBN: 9780471953142 - UTGIVEN: 2000-04-30
A Probability Metrics Approach to Financial Risk Measures (Inbunden)
avSvetlozar T. Rachev, Stoyan V. Stoyanov, Frank J Fabozzi
ISBN: 9781405183697 - UTGIVEN: 2011-01-31
