Stable Paretian Models in Finance - Image 1

£91.76

Wiley Stable Paretian Models in Finance

Name: Stable Paretian Models in Finance
Brand: Wiley
Price: 91.76 GBP
Availability: InStock

Illustrations

Econometrics

About as cheap as it gets. The only time it was cheaper was 2 years ago.

£92 today · all-time low £89 (May 2024) · usually the usual

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Description

The authors reconsider the problem of parametrically specifying distribution suitable for asset-return models. They describe alternative distributions, showing how they can be estimated and applied to stock-index and exchange-rate data. The implications for options pricing are also investigated.

Product Specifications

Brand: Wiley
Model: Illustrations
Format: hardcover
ASIN: 0471953148
Category: Books > Subjects > Business, Finance & Law > Economics > Econometrics
Domain: Amazon UK
Release Date: 25 April 2000
Listed Since: 23 January 2007

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Wiley Stable Paretian Models in Finance

About as cheap as it gets. The only time it was cheaper was 2 years ago.

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