Financial Modeling Under Non-gaussian Distributions - Couverture rigide

Livre 25 sur 53: Springer Finance

Jondeau, Eric; Poon, Ser-Huang; Rockinger, Michael

 
9781846284199: Financial Modeling Under Non-gaussian Distributions
Couverture rigide
ISBN 10 : 1846284198 ISBN 13 : 9781846284199
Editeur : Springer London Ltd, 2006

Synopsis

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. Real applications are tailored for non-mathematicians who want to model financial market prices. The book is specially designed for course use, with the necessary background mathematics provided in appendices.

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

Revue de presse

"Financial Modeling Under Non-Gaussian Distributions ... is thus very welcome as it provides an accessible and easy-to-understand treatment of a broad range of topics, including core material to more advanced techniques on the subject of capturing non-Gaussian properties in the distributions of asset returns. ... Financial Modeling Under Non-Gaussian Distributions is a very accessible textbook that covers a wide range of topics. ... The authors define their target readers as specialized master and Ph.D. students, as well as financial industry practitioners." --Stephan Suess, Financial Markets and Portfolio Management, Vol. 22, 2008

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

Éditeur
Springer London Ltd
Date d'édition
2006
Langue
anglais
ISBN 10 
1846284198
ISBN 13 
9781846284199
Reliure
Relié
Nombre de pages
559
Coordonnées du fabricant
non disponible
Personne responsable
CMN Printpool Inh. Mathis Neumann
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Friedrich-Karl-Str. 9
Hamburg
Allemagne

Autres éditions populaires du même titre

9781849965996: Financial Modeling Under Non-Gaussian Distributions

Edition présentée

ISBN 10 :  1849965994 ISBN 13 :  9781849965996
Editeur : Springer London, 2010
Couverture souple