| 書目名稱 | Financial Modeling Under Non-Gaussian Distributions |
| 編輯 | Eric Jondeau,Ser-Huang Poon,Michael Rockinger |
| 視頻video | http://file.papertrans.cn/344/343125/343125.mp4 |
| 概述 | Provides comprehensive coverage of financial market modeling when the distribution is non-normal.Emphasises practical examples and real applications tailored for non-mathematicians who want to model f |
| 叢書名稱 | Springer Finance |
| 圖書封面 |  |
| 描述 | .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. ..This book will be an essential reference for practitioners in the finance industry, especially those responsible for managing portfolios and monitoring financial risk, but it will also be useful for mathematicians who want to know more about how their mathematical tools are applied in finance, and as a text for advanced courses in empirical finance; financial econometrics and financial derivatives. . |
| 出版日期 | Book 2007 |
| 關(guān)鍵詞 | Stochastic calculus; Time series; calculus; correlation; econometrics; function; mathematics; statistics; qu |
| 版次 | 1 |
| doi | https://doi.org/10.1007/978-1-84628-696-4 |
| isbn_softcover | 978-1-84996-599-6 |
| isbn_ebook | 978-1-84628-696-4Series ISSN 1616-0533 Series E-ISSN 2195-0687 |
| issn_series | 1616-0533 |
| copyright | Springer-Verlag London 2007 |
|Archiver|手機(jī)版|小黑屋|
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