Background
Rachev, Svetlozar Todorov was born on September 6, 1951 in Pleven, Bulgaria. Son of Todor Kanchev and Nadezda Todorova (Genkova) Rachev. came to the United States, 1987.
- Photos
- Works
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- Works
book
A Probability Metrics Approach to Financial Risk Measures
(A Probability Metrics Approach to Financial Risk Measures...)
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
http://www.amazon.com/gp/product/1405183691/?tag=2022091-20
Probability Metrics and the Stability of Stochastic Models (Wiley Series in Probability and Statistics - Applied Probability and Statistics Section)
(Concentrates on four specialized research directions as w...)
Concentrates on four specialized research directions as well as applications to different problems of probability theory. These include: description of the basic structure of p. metrics, analysis of the topologies in the space of probability measures generated by different types of p. metrics, characterization of the ideal metrics for the given problem and investigations of the main relationships between different types of p. metrics. The presentation here is given in a general form, although specific cases are considered as they arise in the process of finding supplementary bounds or in applications to important special cases.
http://www.amazon.com/gp/product/0471928771/?tag=2022091-20
Svetlozar Todorov Rachev
Edit ProfileMathematics and statistics educator
Education
Master of Arts in Mathematics, Sofia (Bulgaria) U., 1974; Doctor of Philosophy in Mathematics, Moscow State University, 1979; Doctor of Science in Mathematics and Physics (honorary), Steklov Mathematics Institute, Moscow, 1986; postdoctoral, Ecole Polytechnic, Paris, 1989, 90.
Career
Senior research fellow, Steklov Mathematics Institute, Union of the Soviet Socialist Republics Academy Sciences, 1983-1986; visiting professor, Wesleyan University, Middletown, Connecticut, 1987; visiting professor, U. North Carolina, Chapel Hill, 1987; visiting professor, State University of New York, Stony Brook, 1988, 89; visiting professor, Ecole Polytechnic, Paris, 1989, 90; visiting professor, U. Münster, Federal Republic Germany, 1988, 90; professor statistics department, University of California, Santa Barbara, since 1990.
Achievements
Works
book
-
A Probability Metrics Approach to Financial Risk Measures
(A Probability Metrics Approach to Financial Risk Measures...)
-
Probability Metrics and the Stability of Stochastic Models (Wiley Series in Probability and Statistics - Applied Probability and Statistics Section)
(Concentrates on four specialized research directions as w...)
-
A Probability Metrics Approach to Financial Risk Measures
Connections
Married Zoja Borisova Savova, February 1, 1976. Children: Borjana, Vladimir.
