9 treff

Financial models with Lévy processes and volatility clustering
Svetlozar T. Rachev ... [et al.]
Bok Engelsk 2011
Rating based modeling of credit risk : theory and application of migration matrices
Stefan Trueck, Svetlozar T. Rachev
Bok Engelsk 2009
Bayesian methods in finance
Svetlozar T. Rachev ... [et al.]
Bok Engelsk 2008
Advanced stochastic models, risk assessment, and portfolio optimization : the ideal risk, uncertainty, and performance measures
by Svetlozar T. Rachev, Stoyan V. Stoyano...
Bok Engelsk 2008
Financial econometrics : from basics to advanced modeling techniques
Svetlozar T. Rachev ... [et al.]
Bok Engelsk 2007
Operational risk : a guide to Basel II capital requirements, models, and analysis
Anna S. Chernobai, Svetlozar T. Rachev, F...
Bok Engelsk 2007
Fat-tailed and skewed asset return distributions : implications for risk management, portfolio selection, and option pricing
Rachev, Svetlozar T.
Bok Engelsk 2005
Handbook of computational and numerical methods in finance
Svetlozar T. Rachev, editor
Bok Engelsk 2004
Handbook of heavy tailed distributions in finance
edited by Svetlozar T. Rachev
Bok Engelsk 2003