Springer Finance: Financial Modeling Under Non-Gaussian Distributions

Jondeau, Eric

ISBN 10: 1846284198 / ISBN 13: 9781846284199

Edité par Springer, 2007

A propos de cet article

This is an ex-library book and may have the usual library/used-book markings inside.This book has hardback covers. In fair condition, suitable as a study copy. No dust jacket. Please note the Image in this listing is a stock photo and may not match the covers of the actual item,950grams, ISBN:9781846284199.

N° de réf. du vendeur 4835527

Détails bibliographiques

• Titre: Springer Finance: Financial Modeling Under Non-Gaussian Distributions
• Éditeur: Springer
• Date de parution: 2007
• Langue: anglais
• ISBN à 10 chiffres: 1846284198
• ISBN à 13 chiffres: 9781846284199
• Reliure: Couverture rigide
• État de l'article: Fair
• Catalogues du vendeur:
  • Mathematics

A propos de ce titre

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.

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