Stochastic Drawdowns
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Stochastic Drawdowns consists of some recent advances on Hongzhong Zhang's own quantitative research of the well-known risk measures, drawdowns and maximum drawdowns.
| Autor: | Zhang, Hongzhong (Columbia Univ, Usa) |
| Nakladatel: | World Scientific Publishing Co Pte Ltd |
| ISBN: | 9789813141636 |
| Rok vydání: | 2018 |
| Jazyk : | Angličtina |
| Vazba: | Hardback |
| Počet stran: | 256 |
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