Svetlozar T. Rachev
23 works on record
Works
Financial Econometrics
Ill-Posed Problems in Probability And Stability of Random Sums
Stable Paretian Models in Finance (Financial Economics and Quantitative Analysis Series)
Bayesian Methods in Finance
Fat-Tailed and Skewed Asset Return Distributions
Advanced Stochastic Models, Risk Assessment, and Portfolio Optimization
Rating Based Modeling of Credit Risk Academic Press Advanced Finance Hardcover
Risk Assessment Decisions In Banking And Finance
The Methods Of Distances In The Theory Of Probability And Statistics
Handbook of Computational and Numerical Methods in Finance
Credit Risk
Risk Assessment
Mass Transportation Problems
Mass Transportation Problems : Volume 1
The basics of financial econometrics
Probability and Statistics for Finance
Financial Models with Levy Processes and Volatility Clustering
Probability Metrics Approach to Financial Risk Measures
Advanced Risk Management and Portfolio Optimization
Risk and Uncertainty
Rating Based Modeling of Credit Risk
Approximation, Probability, and Related Fields
Advanced REIT Portfolio Optimization