Articles liés à Handbook of Heavy Tailed Distributions in Finance

Handbook of Heavy Tailed Distributions in Finance - Couverture rigide

 
9780444508966: Handbook of Heavy Tailed Distributions in Finance
Couverture rigide
ISBN 10 : 0444508961 ISBN 13 : 9780444508966
Editeur : North-Holland, 2003

Synopsis

The Handbooks in Finance are intended to be a definitive source for comprehensive and accessible information in the field of finance. Each individual volume in the series should present an accurate self-contained survey of a sub-field of finance, suitable for use by finance and economics professors and lecturers, professional researchers, graduate students and as a teaching supplement. The goal is to have a broad group of outstanding volumes in various areas of finance. The Handbook of Heavy Tailed Distributions in Finance is the first handbook to be published in this series.

This volume presents current research focusing on heavy tailed distributions in finance. The contributions cover methodological issues, i.e., probabilistic, statistical and econometric modelling under non- Gaussian assumptions, as well as the applications of the stable and other non -Gaussian models in finance and risk management.

Les informations fournies dans la section « Synopsis » peuvent faire référence à une autre édition de ce titre.

Présentation de l'éditeur

The Handbooks in Finance are intended to be a definitive source for comprehensive and accessible information in the field of finance. Each individual volume in the series should present an accurate self-contained survey of a sub-field of finance, suitable for use by finance and economics professors and lecturers, professional researchers, graduate students and as a teaching supplement. The goal is to have a broad group of outstanding volumes in various areas of finance. The Handbook of Heavy Tailed Distributions in Finance is the first handbook to be published in this series.



This volume presents current research focusing on heavy tailed distributions in finance. The contributions cover methodological issues, i.e., probabilistic, statistical and econometric modelling under non- Gaussian assumptions, as well as the applications of the stable and other non -Gaussian models in finance and risk management.

Revue de presse

...Sixteen papers survey theoretical and practical aspects of heavy tailed distributions in finance.
Journal of Economics Literature

Les informations fournies dans la section « A propos du livre » peuvent faire référence à une autre édition de ce titre.

Éditeur
North-Holland
Date d'édition
2003
Langue
anglais
ISBN 10 
0444508961
ISBN 13 
9780444508966
Reliure
Relié
Nombre de pages
704
Éditeur
Rachev S.T
Coordonnées du fabricant
non disponible
Personne responsable
GPSR Kontakt
gpsr@libri.de

Friedensallee 273
Hamburg
22763
Allemagne

Autres éditions populaires du même titre

9781493302246: Handbook of Heavy Tailed Distributions in Finance: Handbooks in Finance, Book 1

Edition présentée

ISBN 10 :  1493302248 ISBN 13 :  9781493302246
Editeur : North Holland, 1999
Couverture souple