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LIBROS DEL AUTOR: marat ibragimov

2 resultados para LIBROS DEL AUTOR: marat ibragimov

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Heavy-Tailed Distributions and Robustness in Economics and Finance

Johan Walden / Marat Ibragimov / Rustam Ibragimov

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67,02 €
Heavy-Tailed Distributions and Robustness in Economics and Finance

Johan Walden / Marat Ibragimov / Rustam Ibragimov

This book focuses on general frameworks for modeling heavy-tailed distributions in economics, finance, econometrics, statistics, risk management and insurance. A central theme is that of (non-)robustness, i.e., the fact that the presence of heavy tails can either reinforce or reverse the implications of a number of models in these fields, depending on the degree of heavy-tailed...

Disponible

48,58 €