by
Svetlozar T. Rachev, Stoyan V. Stoyanov, Frank J. Fabozzi
Language: English
Release Date: March 10, 2011
A Probability Metrics Approach to Financial Risk Measures relates the field of probability metrics and risk measures to one another and applies them to finance for the first time.
Helps to answer the question: which risk measure is best for a given problem?
Finds new relations between existing...