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Handbook of Heavy Tailed Distributions in Finance

- Handbooks in Finance, Book 1

Bag om Handbook of Heavy Tailed Distributions in Finance

Intended for finance and economics professors and lecturers, professional researchers, and graduate students, this volume presents research focusing on heavy tailed distributions in finance. It covers methodological issues, as well as the applications of the stable and other non-Gaussian models in finance and risk management.

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  • Sprog:
  • Engelsk
  • ISBN:
  • 9780444508966
  • Indbinding:
  • Hardback
  • Sideantal:
  • 704
  • Udgivet:
  • 5. Marts 2003
  • Størrelse:
  • 174x245x33 mm.
  • Vægt:
  • 1398 g.
  • 2-3 uger.
  • 9. Oktober 2024

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Intended for finance and economics professors and lecturers, professional researchers, and graduate students, this volume presents research focusing on heavy tailed distributions in finance. It covers methodological issues, as well as the applications of the stable and other non-Gaussian models in finance and risk management.

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