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‎Stochastic Drawdowns

<i>Stochastic Drawdowns</i> consists of some recent advances on Dr Hongzhong Zhang's own quantitative research of the well-known risk measures, drawdowns and maximum drawdowns. In this book, the author provides an extensive probabilistic study of different aspects of drawdown risks, which include th…



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‎Stochastic Drawdowns

https://books.apple.com/us/book/stochastic-drawdowns/id1387474019

<i>Stochastic Drawdowns</i> consists of some recent advances on Dr Hongzhong Zhang's own quantitative research of the well-known risk measures, drawdowns and maximum drawdowns. In this book, the author provides an extensive probabilistic study of different aspects of drawdown risks, which include th…



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https://books.apple.com/us/book/stochastic-drawdowns/id1387474019

‎Stochastic Drawdowns

<i>Stochastic Drawdowns</i> consists of some recent advances on Dr Hongzhong Zhang's own quantitative research of the well-known risk measures, drawdowns and maximum drawdowns. In this book, the author provides an extensive probabilistic study of different aspects of drawdown risks, which include th…

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