Financial Modeling Under Non-Gaussian Distributions

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This book examines non-Gaussian distributions. It addresses the causes and consequences of non-normality and time dependency in both asset returns and option prices. The book is written for non-mathematicians who want to model financial market prices so 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.

Financial Modeling Under Non-Gaussian Distributions 2010, Springer London Ltd, England

ISBN-13: 9781849965996

Paperback

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Financial Modeling Under Non-Gaussian Distributions 2007, Springer, London, England

ISBN-13: 9781846284199

Hardcover

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