Calificación: 4 de 5 estrellas
4/5
Cargando
SR![]()
author
Svetlozar T. Rachev
Svetlozar (Zari) Rachev completed his PhD in 1979 from Moscow State University, and his Doctor of Science degree in 1986 from the Steklov mathematical Institute in Moscow. Currently he is Chair-Pro...ver másSvetlozar (Zari) Rachev completed his PhD in 1979 from Moscow State University, and his Doctor of Science degree in 1986 from the Steklov mathematical Institute in Moscow. Currently he is Chair-Professor at the University of Karlsruhe in the School of Economics and Business Engineering. He is also Professor Emeritus at the University of California Santa Barbara in the Dept of Statistics and Applied Probability. He has published six monographs and over 230 research articles. He is a Fellow of the Institute of Mathematical Statistics, Elected member of the International statistical Institute, foreign Member of the Russian Academy of Natural Science, and hols an honorary doctorate degree from St. Petersburg Technical University. He is co-founder of Bravo Risk Management Group specializing in financial risk management software. Bravo Group was recently acquired by FinAnalytics for which he currently serves as Chief-Scientist.ver menos
Libros de Svetlozar T. Rachev
Bayesian Methods in Finance Probability and Statistics for Finance Calificación: 3 de 5 estrellas3/5Financial Models with Levy Processes and Volatility Clustering Calificación: 3 de 5 estrellas3/5Rating Based Modeling of Credit Risk: Theory and Application of Migration Matrices Calificación: 2 de 5 estrellas2/5Fat-Tailed and Skewed Asset Return Distributions: Implications for Risk Management, Portfolio Selection, and Option Pricing Calificación: 2 de 5 estrellas2/5