Financial Modeling Under Non-Gaussian Distributions

Name: Financial Modeling Under Non-Gaussian Distributions
SKU: 8961745
Price: 426.00 NZD
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Paperback / softback

Series:

Springer Finance

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Description

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.

Release date NZ

October 21st, 2010

Author

Audience

Professional & Vocational

Edition

Softcover reprint of hardcover 1st ed. 2007

Illustrations

XVIII, 541 p.

Pages

541

Series

Springer Finance

Dimensions

156x234x28

ISBN-13

9781849965996

Product ID

8961745

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