Svetlozar T. Rachev

• Financial Models with Levy Processes and Volatility Clustering
• Advanced Stochastic Models, Risk Assessment, and Portfolio Optimization
• Bayesian Methods in Finance
• Credit Risk
• Fat-Tailed and Skewed Asset Return Distributions
• Financial Econometrics
• Handbook of Computational and Numerical Methods in Finance
• Handbook of Computational and Numerical Methods in Finance
• Ill-Posed Problems in Probability And Stability of Random Sums
• Mass Transportation Problems
• Mass Transportation Problems : Volume 1
• Rating Based Modeling of Credit Risk Academic Press Advanced Finance Hardcover