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Financial Modeling Under Non-Gaussian Distributions (Paperback, Softcover reprint of hardcover 1st ed. 2007) Loot Price: R3,856
Discovery Miles 38 560
Repayment Terms: R361 pm x 12*
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Financial Modeling Under Non-Gaussian Distributions (Paperback, Softcover reprint of hardcover 1st ed. 2007): Eric Jondeau,...

Financial Modeling Under Non-Gaussian Distributions (Paperback, Softcover reprint of hardcover 1st ed. 2007)

Eric Jondeau, Ser-Huang Poon, Michael Rockinger

Series: Springer Finance

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Loot Price R3,856 Discovery Miles 38 560 | Repayment Terms: R361 pm x 12*

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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.

General

Imprint: Springer London
Country of origin: United Kingdom
Series: Springer Finance
Release date: October 2010
First published: 2007
Authors: Eric Jondeau • Ser-Huang Poon • Michael Rockinger
Dimensions: 235 x 155 x 28mm (L x W x T)
Format: Paperback
Pages: 541
Edition: Softcover reprint of hardcover 1st ed. 2007
ISBN-13: 978-1-84996-599-6
Categories: Books > Business & Economics > Finance & accounting > General
Books > Science & Mathematics > Mathematics > Probability & statistics
Books > Business & Economics > Economics > Econometrics > General
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LSN: 1-84996-599-4
Barcode: 9781849965996

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