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.
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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.
Imprint | North-Holland |
Country of origin | United States |
Series | Handbooks in Finance |
Release date | March 2003 |
Availability | Expected to ship within 10 - 15 working days |
First published | March 2003 |
Editors | S. T. Rachev |
Dimensions | 234 x 156 x 33mm (L x W x T) |
Format | Hardcover |
Pages | 704 |
ISBN-13 | 978-0-444-50896-6 |
Barcode | 9780444508966 |
Categories | |
LSN | 0-444-50896-1 |