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.
General
Is the information for this product incomplete, wrong or inappropriate?
Let us know about it.
Does this product have an incorrect or missing image?
Send us a new image.
Is this product missing categories?
Add more categories.
Review This Product
No reviews yet - be the first to create one!