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Stable Paretian Models In Finance
language: english
Publisher:
JOHN WILEY & SONS INC, April of 2000 ‧
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SYNOPSIS
The authors reconsider the problem of parametrically specifying distribution suitable for asset--return models. They describe alternative distributions, showing how they can be estimated and applied to stock--index and exchange--rate data. The implications for options pricing are also investigated.
DETAILS
| Property | Description |
|---|---|
| ISBN: | 9780471953142 |
| Publisher: | JOHN WILEY & SONS INC |
| Release Date: | April of 2000 |
| Language: | English |
| Cover: | Hardcover |
| Pages: | 880 |
| Format: | Book |
| Categories: |
Books in English
>
Economics, Finance and Accounting
>
Economy
|
| EAN: | 9780471953142 |