【预订】Financial Modeling Under Non-Gaussian Distributions 9781
美国库房发货,通常付款后3-5周到货!
/ 2006-11-23
/ 暂无出版社信息
Product Details 基本信息 ISBN-13 书号 9781846284199 Author 作者 Jondeau Format 版本 精装 Pages Number 页数 541页 Publication Date 出版日期 2006-11-23 Language 语种 英语 Book Contents 内容简介 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 f
¥1256
【预订】Financial Modeling Under Non-Gaussian Distributions 9781
国外库房发货,通常付款后3-5周到货!
/ 2010-10-21
Product Details 基本信息 ISBN-13 书号 9781849965996 Author 作者 Eric Jondeau Format 版本 平装-胶订 Pages Number 页数 541页 Publisher 出版社 Springer London Publication Date 出版日期 2010-10-21 Language 语种 英语 Book Contents 内容简介 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 thos
¥1256