Financial Modeling Under Non-Gaussian Distributions - nouveau livre
2007, ISBN: 9781846286964
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… Plus…
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2007, ISBN: 9781846286964
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… Plus…
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Financial Modeling Under Non-Gaussian Distributions - nouveau livre
ISBN: 9781846286964
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… Plus…
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ISBN: 9781846286964
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… Plus…
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Financial Modeling Under Non-Gaussian Distributions - Première édition
2007, ISBN: 9781846286964
eBooks, eBook Download (PDF), Auflage, [PU: Springer-Verlag], [ED: 1], Springer-Verlag, 2007
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Financial Modeling Under Non-Gaussian Distributions - nouveau livre
2007, ISBN: 9781846286964
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… Plus…
2007, ISBN: 9781846286964
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… Plus…
Financial Modeling Under Non-Gaussian Distributions - nouveau livre
ISBN: 9781846286964
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… Plus…
ISBN: 9781846286964
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… Plus…
Financial Modeling Under Non-Gaussian Distributions - Première édition
2007, ISBN: 9781846286964
eBooks, eBook Download (PDF), Auflage, [PU: Springer-Verlag], [ED: 1], Springer-Verlag, 2007
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Informations détaillées sur le livre - Financial Modeling Under Non-Gaussian Distributions
EAN (ISBN-13): 9781846286964
ISBN (ISBN-10): 1846286964
Date de parution: 2007
Editeur: Springer-Verlag
542 Pages
Langue: eng/Englisch
Livre dans la base de données depuis 2010-10-12T17:58:19+02:00 (Paris)
Page de détail modifiée en dernier sur 2023-10-07T07:05:16+02:00 (Paris)
ISBN/EAN: 1846286964
ISBN - Autres types d'écriture:
1-84628-696-4, 978-1-84628-696-4
Autres types d'écriture et termes associés:
Auteur du livre: huang, rockinger, rocking
Titre du livre: springer, gauss, financial modeling, huang
Données de l'éditeur
Auteur: Eric Jondeau
Titre: Springer Finance; Financial Modeling Under Non-Gaussian Distributions
Editeur: Springer; Springer London
541 Pages
Date de parution: 2007-04-05
London; GB
Langue: Anglais
219,00 € (DE)
EA; E107; eBook; Nonbooks, PBS / Mathematik/Sonstiges; Angewandte Mathematik; Verstehen; Stochastic calculus; Time series; calculus; correlation; econometrics; function; mathematics; statistics; quantitative finance; B; Mathematics in Business, Economics and Finance; Statistics in Business, Management, Economics, Finance, Insurance; Econometrics; Mathematics and Statistics; Wirtschaftswissenschaft, Finanzen, Betriebswirtschaft und Management; Wahrscheinlichkeitsrechnung und Statistik; Ökonometrie und Wirtschaftsstatistik; BB
Financial Markets and Financial Time Series.- Statistical Properties of Financial Market Data.- Functioning of Financial Markets and Theoretical Models for Returns.- Econometric Modeling of Asset Returns.- Modeling Volatility.- Modeling Higher Moments.- Modeling Correlation.- Extreme Value Theory.- Applications of Non-Gaussian Econometrics.- Risk Management and VaR.- Portfolio Allocation.- Option Pricing with Non-Gaussian Returns.- Fundamentals of Option Pricing.- Non-structural Option Pricing.- Structural Option Pricing.- Appendices on Option Pricing Mathematics.- Brownian Motion and Stochastic Calculus.- Martingale and Changing Measure.- Characteristic Functions and Fourier Transforms.- Jump Processes.- Lévy Processes.Autres livres qui pourraient ressembler au livre recherché:
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