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Advanced stochastic models, risk ass...

Stoyanov, Stoyan V.

Advanced stochastic models, risk assessment, and portfolio optimization : = the ideal risk, uncertainty, and performance measures /

Record Type:	Language materials, printed : Monograph/item
Title/Author:	Advanced stochastic models, risk assessment, and portfolio optimization :/ Svetlozar T. Rachev, Stoyan V. Stoyanov, Frank J. Fabozzi.
Reminder of title:	the ideal risk, uncertainty, and performance measures /
Author:	Rachev, S. T.
other author:	Stoyanov, Stoyan V.
Published:	Hoboken, N.J. :Wiley ; : c2008.,
Description:	xviii, 382 p. :ill. ; : 24 cm.;
Subject:	Risk assessment - Mathematical models. -
Online resource:	http://www.loc.gov/catdir/enhancements/fy0829/2008272919-b.html
Online resource:	http://www.loc.gov/catdir/enhancements/fy0829/2008272919-d.html
Online resource:	http://www.loc.gov/catdir/enhancements/fy0829/2008272919-t.html
ISBN:	047005316X (Cloth)

Advanced stochastic models, risk assessment, and portfolio optimization : = the ideal risk, uncertainty, and performance measures /
Rachev, S. T.

Advanced stochastic models, risk assessment, and portfolio optimization :the ideal risk, uncertainty, and performance measures /Svetlozar T. Rachev, Stoyan V. Stoyanov, Frank J. Fabozzi. - Hoboken, N.J. :Wiley ;c2008. - xviii, 382 p. :ill. ;24 cm.

Includes bibliographical references and index.

ISBN: 047005316X (Cloth)

LCCN: 2008272919

Nat. Bib. No.: GBA7A1640bnbSubjects--Topical Terms:

656002
Risk assessment
--Mathematical models.

LC Class. No.: HG4529.5 / .R329 2008

Dewey Class. No.: 332.6

Advanced stochastic models, risk assessment, and portfolio optimization : = the ideal risk, uncertainty, and performance measures /
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020 $a 9780470053164 (Cloth) : $c NT3082
035 $a (OCoLC)ocn174131667
035 $a lc15240369
040 $a UKM $c UKM $d YDXCP $d BTCTA $d BAKER $d IXA $d DLC $c NFU
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100 1 $a Rachev, S. T. $q (Svetlozar Todorov). $3 773812
245 1 0 $a Advanced stochastic models, risk assessment, and portfolio optimization : $b the ideal risk, uncertainty, and performance measures / $c Svetlozar T. Rachev, Stoyan V. Stoyanov, Frank J. Fabozzi.
260 # $a Hoboken, N.J. : $a Chichester : $c c2008. $b Wiley ; $b John Wiley [distributor],
300 $a xviii, 382 p. : $b ill. ; $c 24 cm.
504 $a Includes bibliographical references and index.
650 # 0 $a Risk assessment $x Mathematical models. $3 656002
650 # 0 $a Portfolio management $x Mathematical models. $3 557706
650 # 0 $a Stochastic processes. $3 528256
650 # 0 $a Mathematical optimization. $3 527675
700 1 # $a Stoyanov, Stoyan V. $3 716306
700 1 # $a Fabozzi, Frank J. $3 565728
856 4 2 $3 Contributor biographical information $u http://www.loc.gov/catdir/enhancements/fy0829/2008272919-b.html
856 4 2 $3 Publisher description $u http://www.loc.gov/catdir/enhancements/fy0829/2008272919-d.html
856 4 1 $3 Table of contents only $u http://www.loc.gov/catdir/enhancements/fy0829/2008272919-t.html