Robust & Non-Robust Models in Statistics
- 317bladzijden
- 12 uur lezen
Svetlozar T. Rachev Boeken
Svetlozar T. Rachev is een vooraanstaand academicus wiens werk diepgaand de gebieden van statistiek, econometrie en wiskundige financiën verkent. Zijn rigoureuze onderzoek, bewezen door talrijke publicaties en geavanceerde diploma's van prestigieuze instellingen, biedt fundamentele inzichten in complexe financiële systemen. De expertise van Professor Rachev reikt verder dan de academische wereld, aangezien hij medeoprichter is van een bedrijf dat gespecialiseerd is in software voor financieel risicobeheer, wat zijn toewijding aantoont om theoretische kennis toe te passen op praktische, real-world uitdagingen.
Fat-Tailed Skewed Asset Return
- 369bladzijden
- 13 uur lezen
"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.