Все книги Rachev Svetlozar T. (EN)

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  Fat-Tailed and Skewed Asset Return Distributions

  Rachev Svetlozar T. (EN)

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  • 83
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  Полный текст — 0 стр., 12.04.2016

  While mainstream financial theories and applications assume that asset returns are normally distribu...

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  Financial Models with Levy Processes and Volatility Clustering

  Rachev Svetlozar T. (EN)

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  • 69
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  Полный текст — 0 стр., 12.04.2016

  An in-depth guide to understanding probability distributions and financial modeling for the purposes...

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  Rating Based Modeling of Credit Risk

  Rachev Svetlozar T. (EN)

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  • 71
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  Полный текст — 0 стр., 26.03.2016

  In the last decade rating-based models have become very popular in credit risk management. These sys...