Wiley Global Finance Executive Select
3 primary works
Book 178
Book 210
Advanced Stochastic Models, Risk Assessment, and Portfolio Optimization
by Svetlozar T. Rachev, Stoyan V. Stoyanov, and Frank J. Fabozzi
Published 1 January 2008
This groundbreaking book extends traditional approaches of risk measurement and portfolio optimization by combining distributional models with risk or performance measures into one framework. Throughout these pages, the expert authors explain the fundamentals of probability metrics, outline new approaches to portfolio optimization, and discuss a variety of essential risk measures. Using numerous examples, they illustrate a range of applications to optimal portfolio choice and risk theory, as well as applications to the area of computational finance that may be useful to financial engineers.
Book 215
Pricing Derivatives by Simulation
by Dessislava A. Pachamanova and Frank J. Fabozzi
Published 22 April 2011