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Springer Financial Modeling Under Non-Gaussian Distributions (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.

Key Features

Financial Modeling Under Non-Gaussian Distributions (Springer Finance)

Brand: Springer

Product Type: ABIS_BOOK

Product Specifications

Format
hardcover
Domain
Amazon UK
Release Date
23 November 2006
Listed Since
21 February 2007

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No barcode data available

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