Информация об авторе

Rachev S.


Библиография книг автора

Bayesian Methods in Finance Bagasheva B. Fabozzi F. Hsu J. Rachev S.
Bayesian Methods in Finance
This first-of-its-kind book explains and illustrates the fundamentals of the Bayesian methodology and their applications to finance in clear and accessible terms....
Нет в наличии
Handbook of Heavy Tailed Distributions in Finance (Handbooks in Finance) Rachev S.
Handbook of Heavy Tailed Distributions in Finance (Handbooks in Finance)
Book DescriptionThe Handbooks in Finance are intended to be a definitive source for comprehensive and accessible information in the field of finance....
Нет в наличии
Fat-Tailed and Skewed Asset Return Distributions : Implications for Risk Management, Portfolio Selection, and Option Pricing Rachev S.
Fat-Tailed and Skewed Asset Return Distributions : Implications for Risk Management, Portfolio Selection, and Option Pricing
Book DescriptionWhile mainstream financial theories and applications assume that asset returns are normally distributed, overwhelming empirical evidence shows otherwise. Yet many professionals don’t appreciate the highly statistical models that take this empirical evidence into consideration....
Нет в наличии
Stable Paretian Models in Finance (Financial Economics and Quantitative Analysis Series) Mittnik S. Rachev S.
Stable Paretian Models in Finance (Financial Economics and Quantitative Analysis Series)
\"The adoption of stable modeling in finance and econometrics is undoubtedly one of the most interesting and promising ideas which has arisen in these fields....
Нет в наличии