A Probability Metrics Approach to Financial Risk Measures

The authors should be applauded for providing a unique and very readable account of probability metrics and the application of this specialized field to financial problems.

Professor Carol Alexander, Henley Business School at Reading

This self-contained book covering the important field of probability metrics is a wonderful addition to the literature in financial economics. What makes it unique is that it presents this area at a level accessible to those without extensive prior experience-academic and practitioner alike.

Petter Kolm, New York University