LIBROS DEL AUTOR: poon ser huang

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  • Financial Modeling Under Non-Gaussian Distributions
    Eric Jondeau / Michael Rockinger / Ser-Huang Poon
    This book examines non-Gaussian distributions. It addresses the causes and consequences of non-normality and time dependency in both asset returns and option prices. The book is written for non-mathematicians who want to model financial market prices so the emphasis throughout is on practice. There are abundant empirical illustrations of the models and techniques described, man...
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    174,04 €