£99.49

Wiley Stable Paretian Models in Finance

Illustrations

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£99.49 £91.24 £93.04 £94.84 £96.64 £98.44 £100.24 08 April 2026 28 April 2026 19 May 2026 08 June 2026 29 June 2026

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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
Format
hardcover
Domain
Amazon UK
Release Date
25 April 2000
Listed Since
23 January 2007

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No barcode data available

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