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Financial Modeling under Non-Gaussian Distributions

Financial Modeling under Non-Gaussian Distributions( )
Author: Jondeau, Eric
Poon, Ser-Huang
Rockinger, Michael
Series title:Springer Finance Ser.
ISBN:978-1-280-81734-2
Publication Date:Jan 2007
Publisher:Springer London, Limited
Book Format:Ebook
List Price:USD $109.00
Book 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...
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Book Details
Pages:541



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