LEADER 06115nam 2200601Ia 450 001 9910208827003321 005 20170918173937.0 010 $a1-4443-9269-7 010 $a1-4443-9271-9 010 $a1-283-40798-1 010 $a9786613407986 010 $a1-4443-9270-0 035 $a(CKB)3710000000503925 035 $a(EBL)4043985 035 $a(MiAaPQ)EBC4043985 035 $a(MiAaPQ)EBC675177 035 $a(EXLCZ)993710000000503925 100 $a20100929d2011 uy 0 101 0 $aeng 135 $aur|n|---||||| 181 $2rdacontent 182 $2rdamedia 183 $2rdacarrier 200 12$aA probability metrics approach to financial risk measures$b[electronic resource] /$fSvetlozar T. Rachev, Stoyan V. Stoyanov, Frank J. Fabozzi 210 $aChichester, West Sussex, U.K. ;$aMalden, MA $cWiley-Blackwell$d2011 215 $a1 online resource (283 p.) 300 $aDescription based upon print version of record. 311 $a1-4051-8369-1 320 $aIncludes bibliographical references and index. 327 $a""Title Page""; ""Copyright""; ""Dedication""; ""Preface""; ""About the Authors""; ""Chapter 1: Introduction""; ""1.1 Probability Metrics""; ""1.2 Applications in Finance""; ""References""; ""Chapter 2: Probability Distances and Metrics""; ""2.1 Introduction""; ""2.2 Some Examples of Probability Metrics""; ""2.3 Distance and Semidistance Spaces""; ""2.4 Definitions of Probability Distances and Metrics""; ""2.5 Summary""; ""2.6 Technical Appendix""; ""References""; ""Chapter 3: Choice under Uncertainty""; ""3.1 Introduction""; ""3.2 Expected Utility Theory""; ""3.3 Stochastic Dominance"" 327 $a""3.4 Probability Metrics and Stochastic Dominance""""3.5 Cumulative Prospect Theory""; ""3.6 Summary""; ""3.7 Technical Appendix""; ""References""; ""Chapter 4: A Classification of Probability Distances""; ""4.1 Introduction""; ""4.2 Primary Distances and Primary Metrics""; ""4.3 Simple Distances and Metrics""; ""4.4 Compound Distances and Moment Functions""; ""4.5 Ideal Probability Metrics""; ""4.6 Summary""; ""4.7 Technical Appendix""; ""References""; ""Chapter 5: Risk and Uncertainty""; ""5.1 Introduction""; ""5.2 Measures of Dispersion"" 327 $a""5.3 Probability Metrics and Dispersion Measures""""5.4 Measures of Risk""; ""5.5 Risk Measures and Dispersion Measures""; ""5.6 Risk Measures and Stochastic Orders""; ""5.7 Summary""; ""5.8 Technical Appendix""; ""References""; ""Chapter 6: Average Value-at-Risk""; ""6.1 Introduction""; ""6.2 Average Value-at-Risk""; ""6.3 AVaR Estimation from a Sample""; ""6.4 Computing Portfolio AVaR in Practice""; ""6.5 Back-Testing of AVaR""; ""6.6 Spectral Risk Measures""; ""6.7 Risk Measures and Probability Metrics""; ""6.8 Risk Measures Based on Distortion Functionals""; ""6.9 Summary"" 327 $a""6.10 Technical Appendix""""References""; ""Chapter 7: Computing AVaR through Monte Carlo""; ""7.1 Introduction""; ""7.2 An Illustration of Monte Carlo Variability""; ""7.3 Asymptotic Distribution, Classical Conditions""; ""7.4 Rate of Convergence to the Normal Distribution""; ""7.5 Asymptotic Distribution, Heavy-tailed Returns""; ""7.6 Rate of Convergence, Heavy-tailed Returns""; ""7.7 On the Choice of a Distributional Model""; ""7.8 Summary""; ""7.9 Technical Appendix""; ""References""; ""Chapter 8: Stochastic Dominance Revisited""; ""8.1 Introduction"" 327 $a""8.2 Metrization of Preference Relations""""8.3 The Hausdorff Metric Structure""; ""8.4 Examples""; ""8.5 Utility-type Representations""; ""8.6 Almost Stochastic Orders and Degree of Violation""; ""8.7 Summary""; ""8.8 Technical Appendix""; ""References""; ""Index"" 330 $a"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 relations between existing classes of risk measures. Describes applications in finance and extends them where possible. Presents the theory of probability metrics in a more accessible form which would be appropriate for non-specialists in the field. Applications include optimal portfolio choice, risk theory, and numerical methods in finance. Topics requiring more mathematical rigor and detail are included in technical appendices to chapters."--Provided by publisher. 330 $a"Is the behavior of the stocks in our portfolio close to their behavior during the most recent crisis? How close is the strategy of hedge fund A to the strategy of hedge fund B? In which proportions do we invest in a given universe of stocks so that the resulting portfolio matches as much as possible the strategy of fund C? All of these questions are essential to finance and they have one feature in common: measuring distances between random quantities. Problems of this kind have been explored for many years in areas other than finance. In A Probability Metrics Approach to Financial Risk Measures, the field of probability metrics and risk measures are related to one another and applied to finance for the first time, revealing groundbreaking new classes of risk measures, finding new relations between existing classes of risk measures, and providing answers to the question of which risk measure is best for a given problem. Applications include optimal portfolio choice, risk theory, and numerical methods in finance"--Provided by publisher. 606 $aFinancial risk management 606 $aProbabilities 608 $aElectronic books. 615 0$aFinancial risk management. 615 0$aProbabilities. 676 $a332.015192 686 $aBUS033070$2bisacsh 700 $aRachev$b S. T$g(Svetlozar Todorov)$059738 701 $aStoyanov$b Stoyan V$0958142 701 $aFabozzi$b Frank J$0109596 801 0$bMiAaPQ 801 1$bMiAaPQ 801 2$bMiAaPQ 906 $aBOOK 912 $a9910208827003321 996 $aA probability metrics approach to financial risk measures$92201553 997 $aUNINA LEADER 03360nam 22006612 450 001 9910785652503321 005 20151005020622.0 010 $a1-107-22029-7 010 $a1-139-03607-6 010 $a1-283-05208-3 010 $a9786613052087 010 $a1-139-04153-3 010 $a1-139-04230-0 010 $a1-139-04493-1 010 $a1-139-03839-7 010 $a0-511-97662-3 010 $a1-139-04076-6 035 $a(CKB)2670000000077439 035 $a(EBL)674672 035 $a(OCoLC)710974884 035 $a(SSID)ssj0000473447 035 $a(PQKBManifestationID)11346232 035 $a(PQKBTitleCode)TC0000473447 035 $a(PQKBWorkID)10447890 035 $a(PQKB)11706537 035 $a(UkCbUP)CR9780511976629 035 $a(MiAaPQ)EBC674672 035 $a(Au-PeEL)EBL674672 035 $a(CaPaEBR)ebr10460505 035 $a(CaONFJC)MIL305208 035 $a(EXLCZ)992670000000077439 100 $a20101012d2011|||| uy| 0 101 0 $aeng 135 $aur||||||||||| 181 $ctxt$2rdacontent 182 $cc$2rdamedia 183 $acr$2rdacarrier 200 14$aThe status of women in Jewish tradition /$fIsaac Sassoon$b[electronic resource] 210 1$aCambridge :$cCambridge University Press,$d2011. 215 $a1 online resource (xxix, 200 pages) $cdigital, PDF file(s) 300 $aTitle from publisher's bibliographic system (viewed on 05 Oct 2015). 311 $a1-107-61803-7 311 $a1-107-00174-9 320 $aIncludes bibliographical references and indexes. 327 $aThe sources -- Pro-CD arguments -- Anti-CD arguments -- Indeterminate arguments -- Make-or-break argument -- Which way does the evidence point? -- Gen. 1:27-29 revisited -- Zeman gerama -- Derekh -- The scriptural evidence -- Deuteronomy : a pattern -- The priestly Torah -- Two writers on purity law -- Torah study -- The Qatlanit law -- "Rankings" of Horayot 3:7 -- Venus and Mars -- Covenant -- Gauging purity's weight in p -- Body and soul -- Conclusion. 330 $aMost ancient societies were patriarchal in outlook, but not all patriarchies are equally condescending toward women. Impelled by the gnawing question of whether the inferiority of women is integral to the Torah's vision, Sassoon sets out to determine where the Bible, the Talmud and related literature, especially the Dead Sea Scrolls, sit on this continuum of patriarchal condescension. Of course, there are multiple voices in both Biblical and Talmudic literature, but more surprising is how divergent these voices are. Some points of view seem intent on the disenfranchisement and domestication of women, whereas others prove to be not far short of egalitarian. Opinions that downplay the applicability of the biblical commandments to women and that strongly deprecate Torah study by women emerge from this study as arguably no more than the views of an especially vocal minority. 606 $aWomen in Judaism 606 $aRabbinical literature$xHistory and criticism 615 0$aWomen in Judaism. 615 0$aRabbinical literature$xHistory and criticism. 676 $a296.1082 700 $aSassoon$b I. S. D.$0922969 801 0$bUkCbUP 801 1$bUkCbUP 906 $aBOOK 912 $a9910785652503321 996 $aThe status of women in Jewish tradition$93732729 997 $aUNINA