Robust & Non-Robust Models in Statistics
- 317 Seiten
- 12 Lesestunden
Svetlozar T. Rachev Bücher
Svetlozar T. Rachev ist ein angesehener Akademiker, dessen Werk sich tiefgreifend mit den Bereichen Statistik, Ökonometrie und mathematischer Finanzierung beschäftigt. Seine rigorose Forschung, belegt durch zahlreiche Veröffentlichungen und fortgeschrittene Abschlüsse von renommierten Institutionen, liefert grundlegende Einblicke in komplexe Finanzsysteme. Professor Rachevs Expertise reicht über die akademische Welt hinaus, da er ein Unternehmen mitbegründete, das sich auf Software für das Finanzrisikomanagement spezialisiert hat, was sein Engagement zeigt, theoretisches Wissen auf praktische Herausforderungen in der realen Welt anzuwenden.
Fat-Tailed Skewed Asset Return
- 369 Seiten
- 13 Lesestunden
"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.