Robust & Non-Robust Models in Statistics
- 317pages
- 12 heures de lecture
Svetlozar T. Rachev Livres
Svetlozar T. Rachev est un universitaire distingué dont le travail explore en profondeur les domaines des statistiques, de l'économétrie et de la finance mathématique. Ses recherches rigoureuses, attestées par de nombreuses publications et des diplômes avancés d'institutions prestigieuses, fournissent des aperçus fondamentaux sur des systèmes financiers complexes. L'expertise du professeur Rachev s'étend au-delà du monde universitaire, puisqu'il a cofondé une entreprise spécialisée dans les logiciels de gestion des risques financiers, démontrant ainsi son engagement à appliquer les connaissances théoriques à des défis pratiques du monde réel.
Fat-Tailed Skewed Asset Return
- 369pages
- 13 heures de lecture
"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.