Robust & Non-Robust Models in Statistics
- 317 páginas
- 12 horas de lectura
Svetlozar T. Rachev Libros
Svetlozar T. Rachev es un distinguido académico cuyo trabajo explora en profundidad los ámbitos de la estadística, la econometría y las finanzas matemáticas. Su rigurosa investigación, evidenciada por numerosas publicaciones y títulos avanzados de instituciones prestigiosas, proporciona conocimientos fundamentales sobre sistemas financieros complejos. La experiencia del profesor Rachev se extiende más allá del ámbito académico, ya que cofundó una empresa centrada en software de gestión de riesgos financieros, lo que demuestra un compromiso para aplicar el conocimiento teórico a desafíos prácticos del mundo real.
Fat-Tailed Skewed Asset Return
- 369 páginas
- 13 horas de lectura
"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.