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Fat-Tailed And Skewed Asset Return Distributions

Implications For Risk Management, Portfolio Selection, And Option Pricing

by Christian Menn, Svetlozar T. (University Of California, Santa Barbara) Rachev e Frank J. (School Of Management, Yale University) Fabozzi
language: english
Publisher: JOHN WILEY & SONS INC, August of 2005 ‧
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A bridge between the highly technical theory of the statistical distribution of asset returns and real-world applications for portfolio and risk management While mainstream theories and concepts assume that asset returns are normally distributed, empirical evidence shows otherwise.

Fat-Tailed And Skewed Asset Return Distributions

Implications For Risk Management, Portfolio Selection, And Option Pricing

by Christian Menn, Svetlozar T. (University Of California, Santa Barbara) Rachev e Frank J. (School Of Management, Yale University) Fabozzi

Property Description
ISBN: 9780471718864
Publisher: JOHN WILEY & SONS INC
Release Date: August of 2005
Language: English
Cover: Hardcover
Pages: 384
Format: Book
Collection: Frank J. Fabozzi Series
Categories: Books in English > Economics, Finance and Accounting > Finances
EAN: 9780471718864