Financial Modeling Under Non-Gaussian Distributions

Financial Modeling Under Non-Gaussian Distributions

Eric Jondeau / Michael Rockinger / Ser-Huang Poon

174,04 €
IVA incluido
Disponible
Editorial:
Springer Nature B.V.
Año de edición:
2010
ISBN:
9781849965996
174,04 €
IVA incluido
Disponible

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Sobre IBD

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, many of which could be equally applied to other financial time series.

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Otros libros del autor

  • 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 an...