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Svetlozar T. Rachev

Author of Financial Econometrics: From Basics to Advanced Modeling Techniques (Frank J. Fabozzi Series)

13 Works 98 Members 0 Reviews

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Includes the name: S. T. Rachev

Works by Svetlozar T. Rachev

Financial Econometrics: From Basics to Advanced Modeling Techniques (Frank J. Fabozzi Series) (2006) 21 copies

Bayesian Methods in Finance (Frank J. Fabozzi Series) (2008) 16 copies

Probability and statistics for finance (1994) 9 copies

Advanced Stochastic Models, Risk Assessment, and Portfolio Optimization: The Ideal Risk, Uncertainty, and Performance… (2008) 8 copies

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

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

Fat-tailed and skewed asset return distributions : implications for risk management, portfolio selection, and option… (2005) 5 copies

Mass Transportation Problems: Volume II: Applications (Probability and Its Applications) (1998) 5 copies

Financial Models with Levy Processes and Volatility Clustering (2011) 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

The methods of distances in the theory of probability and statistics (2013) 4 copies

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

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Ludger Ruschendorf

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Works: 13
Members: 98
Popularity: #193,038
Rating: 3.0

ISBNs: 44

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