S. T. Rachev

17 published titles

Probability metrics and the stability of stochastic models

1 edition

Approximation, probability, and related fields

(Contributor)

1 edition

Mass transportation problems

1 edition

Stable paretian models in finance

1 edition

Handbook of heavy tailed distributions in finance

(Contributor)

1 edition

Handbook of computational and numerical methods in finance

(Contributor)

1 edition

Fat-tailed and skewed asset return distributions : implications for risk management, portfolio selection, and option pricing

1 edition

Financial econometrics : from basics to advanced modeling techniques

(Contributor)

1 edition

Operational risk : a guide to Basel II capital requirements, models, and analysis

(Contributor)

1 edition

Bayesian methods in finance

(Contributor)

1 edition

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

1 edition

Rating based modeling of credit risk : theory and application of migration matrices

(Contributor)

1 edition

Probability and statistics for finance

(Contributor)

1 edition

A probability metrics approach to financial risk measures

1 edition

Financial models with Lévy processes and volatility clustering

(Contributor)

1 edition

The methods of distances in the theory of probability and statistics

(Contributor)

1 edition

The basics of financial econometrics : tools, concepts, and asset management applications

(Contributor)

1 edition