A probability metrics approach to financial risk measures /

• Main Author: Rachev, S. T. (Svetlozar Todorov)
• Corporate Author: Wiley InterScience (Online service)
• Other Authors: Stoyanov, Stoyan V., Fabozzi, Frank J.
• Format: eBook
• Language: English
• Published: Chichester, West Sussex, U.K. ; Malden, MA : Wiley-Blackwell, 2011.
• Subjects: Financial risk management.; Probabilities.; Electronic books.

"A Probability Metrics Approach to Financial Risk Measures relates the field of probability metrics and risk measures to one another and applies them to finance for the first time. Helps to answer the question: which risk measure is best for a given problem? Finds new relations between existing...