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Handbook of Heavy Tailed Distributions in Finance

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Handbook of Heavy Tailed Distributions in Finance

Handbooks in Finance, Book 1

S.T Rachev

North Holland
Publication date : 2003-03-05

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The Handbooks in Finance are intended to be a definitive source for comprehensive and accessible information in the field of finance. Each individual volume in the series should present an accurate self-contained survey of a sub-field of finance, suitable for use by finance and economics professors and lecturers, professional researchers, graduate students and as a teaching supplement. The goal is to have a broad group of outstanding volumes in various areas of finance. The Handbook of Heavy Tailed Distributions in Finance is the first handbook to be published in this series.This volume presents current research focusing on heavy tailed distributions in finance. The contributions cover methodological issues, i.e., probabilistic, statistical and econometric modelling under non- Gaussian assumptions, as well as the applications of the stable and other non -Gaussian models in finance and risk management.

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About the book

Author

S.T Rachev

Imprint

North Holland

Collection

n.c

Publication date

2003-03-05

Pages

704 pages

Print ISBN

9780444508966

Language

English

Ebook informations

EAN PDF

9780080557731

Price

£121.32

Copy count 70

Print count 70

File size 9196 Ko

Informations accessibility

EAN EPUB DRM-FREE

9780080557731

Price

£121.32

Informations accessibility

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About author(s)

S.T Rachev

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