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Financial Modeling Under Non-gaussian Distributions - Springer Finance Eric Jondeau 1st Ed. Softcover of Orig. Ed. 2007 edition
Financial Modeling Under Non-gaussian Distributions - Springer Finance
Eric Jondeau
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.
541 pages, 44 black & white tables, biography
| Mídia | Livros Paperback Book (Livro de capa flexível e brochura) |
| Lançado | 21 de outubro de 2010 |
| ISBN13 | 9781849965996 |
| Editoras | Springer London Ltd |
| Páginas | 541 |
| Dimensões | 156 × 234 × 28 mm · 775 g |
| Idioma | Inglês |