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-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.
9 résultat(s)
Télécharger le livre : Advanced REIT Portfolio Optimization
Yuan Hu , W. Brent Lindquist , Svetlozar T. Rachev , Abootaleb Shirvani
Advanced REIT Portfolio Optimization
This book provides an investor-friendly presentation of the premises and applications of the quantitative finance models governing investment in one asset class of publicly traded stocks, specifically real estate investment trusts (REITs). The models provide highly...
Editeur : Springer
Parution : 2022-11-09
Collection : Dynamic Modeling and Econometrics in Economics and Finance
Format(s) : PDF, ePub
49,57 €
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Télécharger le livre : The Methods of Distances in the Theory of Probability and Statistics
Frank Fabozzi , Lev Klebanov , Svetlozar T. Rachev , Stoyan V. Stoyanov
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. The method of...
Editeur : Springer
Parution : 2013-01-04

Format(s) : ePub
168,79 €
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Télécharger le livre : Risk and Uncertainty
Frank J. Fabozzi , Svetlozar T. Rachev , Stoyan V. Stoyanov
Risk and Uncertainty
Advanced Stochastic Models, Risk Assessment, and Portfolio Optimization The finance industry is seeing increased interest in new risk measures and techniques for portfolio optimization when parameters of the model are uncertain. This groundbreaking book extends...
Editeur : Wiley
Parution : 2011-04-22
Collection : Wiley Global Finance Executive Select
Format(s) : PDF
91,15 €
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Télécharger le livre : A Probability Metrics Approach to Financial Risk Measures
Frank J. Fabozzi , Svetlozar T. Rachev , Stoyan V. Stoyanov
A Probability Metrics Approach to Financial Risk Measures
A Probability Metrics Approach to Financial Risk Measures relates the field of probability metrics and risk measures to one another and applies them to finance for the first time. Helps to answer the question: which risk measure is best for a given problem? Finds new...
Editeur : Wiley-Blackwell
Parution : 2011-03-10

Format(s) : PDF, ePub
190,90 €
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Télécharger le livre : Financial Models with Levy Processes and Volatility Clustering
Michele L. Bianchi , Frank J. Fabozzi , Young Shin Kim , Svetlozar T. Rachev
Financial Models with Levy Processes and Volatility Clustering
An in-depth guide to understanding probability distributions and financial modeling for the purposes of investment management In Financial Models with Lévy Processes and Volatility Clustering, the expert author team provides a framework to model the behavior of stock...
Editeur : Wiley
Parution : 2011-02-08
Collection : Frank J. Fabozzi Series
Format(s) : PDF, ePub
99,28 €
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Télécharger le livre : Probability and Statistics for Finance
Frank J. Fabozzi , Sergio M. Focardi , Markus Hoechstoetter , Svetlozar T. Rachev
Probability and Statistics for Finance
A comprehensive look at how probability and statistics is applied to the investment process Finance has become increasingly more quantitative, drawing on techniques in probability and statistics that many finance practitioners have not had exposure to before. In...
Editeur : Wiley
Parution : 2010-07-23
Collection : Frank J. Fabozzi Series
Format(s) : PDF
89,67 €
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Télécharger le livre : Rating Based Modeling of Credit Risk
Svetlozar T. Rachev , Stefan Trueck
Rating Based Modeling of Credit Risk
In the last decade rating-based models have become very popular in credit risk management. These systems use the rating of a company as the decisive variable to evaluate the default risk of a bond or loan. The popularity is due to the straightforwardness of the...
Editeur : Academic Press
Parution : 2009-01-15

Format(s) : epub sans DRM
70,63 €
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Télécharger le livre : Bayesian Methods in Finance
Biliana S. Bagasheva , Frank J. Fabozzi , John S. J. Hsu , Svetlozar T. Rachev
Bayesian Methods in Finance
Bayesian Methods in Finance provides a detailed overview of the theory ofBayesian methods and explains their real-world applications to financial modeling. While the principles and concepts explained throughout the book can be used in financial modeling and decision...
Editeur : Wiley
Parution : 2008-02-13
Collection : Frank J. Fabozzi Series
Format(s) : PDF
85,67 €
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Télécharger le livre : Fat-Tailed and Skewed Asset Return Distributions
Frank J. Fabozzi , Christian Menn , Svetlozar T. Rachev
Fat-Tailed and Skewed Asset Return Distributions
While mainstream financial theories and applications assume that asset returns are normally distributed, overwhelming empirical evidence shows otherwise. Yet many professionals don’t appreciate the highly statistical models that take this empirical evidence into...
Editeur : Wiley
Parution : 2005-09-15
Collection : Frank J. Fabozzi Series
Format(s) : PDF
94,74 €
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