Skip to main content

Come join our latest LibraryThing Hunt!

Author picture

Svetlozar T. Rachev

Author of Financial Econometrics: From Basics to Advanced Modeling Techniques

13 Works 105 Members

About the Author

Includes the name: S. T. Rachev

Works by Svetlozar T. Rachev

Financial Econometrics: From Basics to Advanced Modeling Techniques (2006) 21 copies

Bayesian Methods in Finance (2008) 19 copies

Probability and Statistics for Finance (2010) 9 copies

Advanced Stochastic Models, Risk Assessment, and Portfolio Optimization: The Ideal Risk, Uncertainty, and Performance Measures (Frank J. Fabozzi Series) (2008) 8 copies

A probability metrics approach to financial risk measures (2011) 8 copies

Mass Transportation Problems: Applications (Probability and Its Applications) (1998) 6 copies

Mass Transportation Problems, Volume I: Theory (1998) 6 copies

Financial Models with Levy Processes and Volatility Clustering (Frank J. Fabozzi Series) (2011) 6 copies

The methods of distances in the theory of probability and statistics (2013) 6 copies

Fat-Tailed and Skewed Asset Return Distributions : Implications for Risk Management, Portfolio Selection, and Option Pricing (2005) 5 copies

Handbook of Heavy Tailed Distributions in Finance, Volume 1: Handbooks in Finance, Book 1 (2003) 5 copies

Stable Paretian Models in Finance (Financial Economics and Quantitative Analysis Series) (2000) 4 copies

Probability Metrics and the Stability of Stochastic Models (Wiley Series in Probability and Statistics) (1991) 2 copies

Tagged

3100SS (1) behavioral economics (1) BookCAT (1) Calibre Digital (1) CityU (6) decision theory (1) EbookPolyU (1) finance (4) FinStat (1) From Amazon (3) have ebook (3) HKPL (1) math (1) modeling (1) MUISTD (1) PolyU (4) probability theory (1) quant (1) RiskMan (3) statistics (2) to-read (3) unsortedISBN (1) unsortedISBN5 (1) wishlist (1)

Common Knowledge

There is no Common Knowledge data for this author yet. You can help.

Members

Reviews

No reviews found.

You May Also Like

Associated Authors

Ludger Ruschendorf

Statistics

Works: 13
Members: 105
Popularity: #183,190
Rating: 3.0

ISBNs: 44

Charts & Graphs

See More Charts & Graphs

Pictures

Links

No links

Helper Hub

LibraryThing members improve authors by combining author names and works, separating out homonymous authors into separate identities, and more.

Helpers

Is This You?

Become a LibraryThing Author.

Verdana Standard Verdana Small The Lorax System Standard System Large Georgia Large Text Atkinson