Svetlozar Rachev
| Use attributes for filter ! | |
| Gender | Male |
|---|---|
| Age | 73 |
| Date of birth | September 6,1951 |
| Zodiac sign | Virgo |
| Doctoral advisor | Leonid Kantorovich |
| Alma maters | Sofia University |
| Moscow State University | |
| Steklov Institute of Mathematics | |
| Job | Mathematician |
| Education | Sofia University |
| Moscow State University | |
| Born | Pleven |
| Bulgaria | |
| Interests | Mathematical And Empirical Finance |
| Probability Metrics | |
| Mass Transportation Problems | |
| Date of Reg. | |
| Date of Upd. | |
| ID | 566275 |
Mass Transportation Problems: Applications
Stable Paretian Models in Finance
Probability Metrics and the Stability of Stochastic Models
Bayesian Methods in Finance
Financial Econometrics: From Basics to Advanced Modeling Techniques
Fat-Tailed and Skewed Asset Return Distributions: Implications for Risk Management, Portfolio Selection, and Option Pricing
Probability and Statistics for Finance
Financial Models with Levy Processes and Volatility Clustering
The Methods of Distances in the Theory of Probability and Statistics
Advanced Stochastic Models, Risk Assessment, and Portfolio Optimization: The Ideal Risk, Uncertainty, and Performance Measures
Operational Risk: A Guide to Basel II Capital Requirements, Models, and Analysis
Rating Based Modeling of Credit Risk: Theory and Application of Migration Matrices
The Basics of Financial Econometrics: Tools, Concepts, and Asset Management Applications
A Probability Metrics Approach to Financial Risk Measures
Robust and Non-robust Models in Statistics
Ill-posed Problems in Probability and Stability of Random Sums
Advanced Risk Management and Portfolio Optimization: The Mercury-Cognity Approach
Mass Transportation Problems: Volume 2: Applications
Asymptotic Distribution of Linear Unbiased Estimators in the Presence of Heavy-tailed Stochastic Regressors and Residuals
Duality Theorems for Kantorovich-Rubinstein and Wasserstein Functionals
Stable Paretian Models in Finance
Probability Metrics and the Stability of Stochastic Models
Bayesian Methods in Finance
Financial Econometrics: From Basics to Advanced Modeling Techniques
Fat-Tailed and Skewed Asset Return Distributions: Implications for Risk Management, Portfolio Selection, and Option Pricing
Probability and Statistics for Finance
Financial Models with Levy Processes and Volatility Clustering
The Methods of Distances in the Theory of Probability and Statistics
Advanced Stochastic Models, Risk Assessment, and Portfolio Optimization: The Ideal Risk, Uncertainty, and Performance Measures
Operational Risk: A Guide to Basel II Capital Requirements, Models, and Analysis
Rating Based Modeling of Credit Risk: Theory and Application of Migration Matrices
The Basics of Financial Econometrics: Tools, Concepts, and Asset Management Applications
A Probability Metrics Approach to Financial Risk Measures
Robust and Non-robust Models in Statistics
Ill-posed Problems in Probability and Stability of Random Sums
Advanced Risk Management and Portfolio Optimization: The Mercury-Cognity Approach
Mass Transportation Problems: Volume 2: Applications
Asymptotic Distribution of Linear Unbiased Estimators in the Presence of Heavy-tailed Stochastic Regressors and Residuals
Duality Theorems for Kantorovich-Rubinstein and Wasserstein Functionals
Svetlozar Rachev Life story
Svetlozar Todorov Rachev is a professor at Texas Tech University who works in the field of mathematical finance, probability theory, and statistics. He is known for his work in probability metrics, derivative pricing, financial risk modeling, and econometrics.
Svetlozar Rachev Photos
