Advanced stochastic models, risk assessment, and portfolio optimization the ideal risk, uncertainty, and performance measures /
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Main Author: | |
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Corporate Author: | |
Other Authors: | , |
Format: | Electronic eBook |
Language: | English |
Published: |
Hoboken, N.J. : [Chichester :
Wiley ; John Wiley, distributor],
2008.
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Series: | Frank J. Fabozzi series.
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Subjects: | |
Online Access: | An electronic book accessible through the World Wide Web; click to view |
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MARC
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008 | 071019s2008 nju sb 001 0 eng d | ||
020 | |z 9780470053164 (cased) | ||
020 | |z 047005316X (cased) | ||
020 | |z 9780470253601 | ||
020 | |z 0470253606 | ||
035 | |a (CaPaEBR)ebr10225448 | ||
035 | |a (OCoLC)608622380 | ||
040 | |a CaPaEBR |c CaPaEBR | ||
050 | 1 | 4 | |a HG4529.5 |b .R334 2008eb |
100 | 1 | |a Rachev, S. T. |q (Svetlozar Todorov) | |
245 | 1 | 0 | |a Advanced stochastic models, risk assessment, and portfolio optimization |h [electronic resource] : |b the ideal risk, uncertainty, and performance measures / |c by Svetlozar T. Rachev, Stoyan V. Stoyanov, Frank J. Fabozzi. |
260 | |a Hoboken, N.J. : |b Wiley ; |a [Chichester : |b John Wiley, distributor], |c 2008. | ||
300 | |a xviii, 382 p. | ||
490 | 1 | |a The Frank J. Fabozzi series | |
504 | |a Includes bibliographical references and index. | ||
533 | |a Electronic reproduction. |b Palo Alto, Calif. : |c ebrary, |d 2009. |n Available via World Wide Web. |n Access may be limited to ebrary affiliated libraries. | ||
650 | 0 | |a Stochastic processes. | |
650 | 0 | |a Mathematical optimization. | |
650 | 0 | |a Risk assessment |x Mathematical models. | |
650 | 0 | |a Portfolio management |x Mathematical models. | |
655 | 7 | |a Electronic books. |2 local | |
700 | 1 | |a Stoyanov, Stoyan V. | |
700 | 1 | |a Fabozzi, Frank J. | |
710 | 2 | |a ebrary, Inc. | |
830 | 0 | |a Frank J. Fabozzi series. | |
856 | 4 | 0 | |u http://site.ebrary.com/lib/daystar/Doc?id=10225448 |z An electronic book accessible through the World Wide Web; click to view |
908 | |a 170314 | ||
942 | 0 | 0 | |c EB |
999 | |c 88727 |d 88727 |