Robust & Non-Robust Models in Statistics
- 317pagine
- 12 ore di lettura
Svetlozar T. Rachev Libri
Svetlozar T. Rachev è un illustre accademico il cui lavoro esplora in profondità i regni della statistica, dell'econometria e della finanza matematica. La sua rigorosa ricerca, attestata da numerose pubblicazioni e lauree avanzate presso istituzioni prestigiose, fornisce intuizioni fondamentali sui complessi sistemi finanziari. L'esperienza del Professor Rachev si estende oltre il mondo accademico, avendo co-fondato un'azienda specializzata in software per la gestione del rischio finanziario, dimostrando un impegno nell'applicare conoscenze teoriche a sfide pratiche del mondo reale.
Fat-Tailed Skewed Asset Return
- 369pagine
- 13 ore di lettura
"Fat-Tailed and Skewed Asset Return Distributions" challenges the assumption of normally distributed asset returns in finance. Authors Rachev, Menn, and Fabozzi provide a practical approach to portfolio selection, risk management, and option pricing, emphasizing non-normal distributions. The book covers probability distributions, stochastic processes, and risk measurement techniques.
Focusing on the theory of mass transportation, this comprehensive two-volume work delves into the Monge-Kantorovich and Kantorovich-Rubinstein problems, exploring various solution approaches and their connections to functional analysis, probability theory, and mathematical economics. The second volume emphasizes practical applications in areas such as applied probability, queuing theory, and stochastic processes, making it a valuable resource for graduate students and researchers in theoretical and applied probability, operations research, and related fields.
Focusing on the optimal transfer of masses, this volume serves as a comprehensive reference for researchers in fields such as applied probability, operations research, computer science, and mathematical economics. It delves into mass transportation problems, providing essential insights and methodologies relevant to the discipline.