Advanced Stochastic Models, Risk Assessment, and Portfolio Optimization: The Ideal Risk, Uncertainty, and Performance Measures - Frank J. Fabozzi Series - Rachev, Svetlozar T. (University of California, Santa Barbara) - Livros - John Wiley & Sons Inc - 9780470053164 - 1 de fevereiro de 2008
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Advanced Stochastic Models, Risk Assessment, and Portfolio Optimization: The Ideal Risk, Uncertainty, and Performance Measures - Frank J. Fabozzi Series

Rachev, Svetlozar T. (University of California, Santa Barbara)

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Advanced Stochastic Models, Risk Assessment, and Portfolio Optimization: The Ideal Risk, Uncertainty, and Performance Measures - Frank J. Fabozzi Series

This groundbreaking book extends traditional approaches of risk measurement and portfolio optimization by combining distributional models with risk or performance measures into one framework.


382 pages, black & white illustrations, black & white tables, figures

Mídia Livros     Hardcover Book   (Livro com lombada e capa dura)
Lançado 1 de fevereiro de 2008
ISBN13 9780470053164
Editoras John Wiley & Sons Inc
Páginas 400
Dimensões 237 × 180 × 27 mm   ·   598 g
Idioma English  

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Mais por Rachev, Svetlozar T. (University of California, Santa Barbara)