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language: english
Publisher: JOHN WILEY & SONS INC, April of 2000 ‧
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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.

Stable Paretian Models In Finance

by Svetlozar T. (University Of California) Rachev e Stefan (University Of Kiel, Germany) Mittnik

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