Name: financial modeling under non-gaussian distributions
Price: 4923.00 TWD
Availability: InStock
Author: Jondeau, Eric ; Poon, Ser-Huang ; Rockinger, Michael
ISBN: 9781849965996

portada financial modeling under non-gaussian distributions

financial modeling under non-gaussian distributions

Type

Physical Book

Author

Publisher

Year

2010

Language

English

Pages

541

Format

Paperback

Dimensions

23.4 x 15.6 x 2.9 cm

Weight

0.78 kg.

ISBN

1849965994

ISBN13

9781849965996

Synopsis "financial modeling under non-gaussian distributions"

Non-Gaussian distributions are the key theme of this book which addresses the causes and consequences of non-normality and time dependency in both asset returns and option prices. The aim is to bridge the gap between theoretical developments and the practical implementations of what many users and researchers perceive as "sophisticated" models. The emphasis throughout is on practice; there are abundant empirical illustrations of the models and techniques described, many of which could be equally applied to other financial time series, such as exchange and interest rates. Real applications are tailored for non-mathematicians who want to model financial market prices. The book is specially designed for course use, with the necessary background mathematics provided in appendices.

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financial modeling under non-gaussian distributions - Jondeau, Eric ; Poon, Ser-Huang ; Rockinger, Michael

Synopsis "financial modeling under non-gaussian distributions"

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