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

This groundbreaking book extends traditional approaches of risk measurement and portfolio optimization by combining distributional models with risk or performan

Multistage stochastic optimization problems appear in many ways in finance, insurance, energy production and trading, logistics and transportation, among other

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 theo

This book presents a wide range of well-known and less common methods used for estimating the accuracy of probabilistic approximations, including the Esseen typ