Robust & Non-Robust Models in Statistics
- 317 stránok
- 12 hodin čítania
Svetlozar T. Rachev Knihy
Svetlozar T. Rachev je uznávaný akademik, ktorého práca sa hlboko zaoberá oblasťami štatistiky, ekonometrie a matematických financií. Jeho rigorózny výskum, doložený početnými publikáciami a pokročilými titulmi z prestížnych inštitúcií, poskytuje základné poznatky o komplexných finančných systémoch. Profesor Rachevova expertíza presahuje akademickú sféru, keďže spoluzaložil spoločnosť zameranú na softvér na riadenie finančných rizík, čím preukázal odhodlanie aplikovať teoretické znalosti na praktické výzvy reálneho sveta.
Fat-Tailed Skewed Asset Return
- 369 stránok
- 13 hodin čítania
"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.