Author

Svetlozar T. Rachev

Wikipedia: Svetlozar T. Rachev

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Fat-Tailed And Skewed Asset Return Distributions
Implications For Risk Management, Portfolio Selection, And Option Pricing »

The Methods of Distances in the Theory of Probability and Statistics
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Handbook of Heavy Tailed Distributions in Finance
This first volume of the Handbooks in Finance explores the application of heavy tailed distributions to the analysis of financial data. Heavy tailed distribu... »