Handbook of Heavy Tailed Distributions in Finance

Handbooks in Finance, Book 1

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Éditeur :

North Holland


Paru le : 2003-03-05



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Description
The Handbooks in Finance are intended to be a definitive source for comprehensive and accessible information in the field of finance. Each individual volume in the series should present an accurate self-contained survey of a sub-field of finance, suitable for use by finance and economics professors and lecturers, professional researchers, graduate students and as a teaching supplement. The goal is to have a broad group of outstanding volumes in various areas of finance. The Handbook of Heavy Tailed Distributions in Finance is the first handbook to be published in this series.This volume presents current research focusing on heavy tailed distributions in finance. The contributions cover methodological issues, i.e., probabilistic, statistical and econometric modelling under non- Gaussian assumptions, as well as the applications of the stable and other non -Gaussian models in finance and risk management.
Pages
704 pages
Collection
n.c
Parution
2003-03-05
Marque
North Holland
EAN papier
9780444508966
EAN PDF
9780080557731

Informations sur l'ebook
Nombre pages copiables
70
Nombre pages imprimables
70
Taille du fichier
9196 Ko
Prix
150,86 €
EAN EPUB SANS DRM
9780080557731

Prix
150,86 €

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