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

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Bibliographic Details
Main Author: Rachev, S. T. (Svetlozar Todorov)
Corporate Author: ebrary, Inc
Other Authors: Stoyanov, Stoyan V., Fabozzi, Frank J.
Format: Electronic eBook
Language:English
Published: Hoboken, N.J. : [Chichester : Wiley ; John Wiley, distributor], 2008.
Series:Frank J. Fabozzi series.
Subjects:
Online Access:An electronic book accessible through the World Wide Web; click to view
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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