The Methods Of Distances In The Theory Of Probability And Statistics
This book covers the method of metric distances and its application in probability theory and other fields.
The method is fundamental in the study of limit theorems and generally in assessing the quality of approximations to a given probabilistic model.
Books
The Methods of Distances in the Theory of Probability and Statistics
Svetlozar T. Rachev
This book covers the method of metric distances and its application in probability theory and other fields.
Handbook of Computational and Numerical Methods in Finance
Svetlozar T. Rachev
Numerical methods in finance have recently emerged as a new discipline at the intersection of probability theory, finance and numerical analysis.
Fat-Tailed and Skewed Asset Return Distributions
Svetlozar T. Rachev
While mainstream financial theories and applications assume that asset returns are normally distributed, overwhelming empirical evidence shows otherwise.
Financial Econometrics
Svetlozar T. Rachev
A comprehensive guide to financial econometricsfinancial econometrics is a quest for models that describe financial time series such as prices, returns, interest rates, and exchange rates.
Mass Transportation Problems : Volume 1
Svetlozar T. Rachev
This is the first comprehensive account of the theory of mass transportation problems and its applications.
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