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Item Details
Title: STABLE PARETIAN MARKETS IN FINANCE
By: Stefan Mittnik, Svetlozar T. Rachev
Format: Hardback

List price: £110.00
Our price: £99.00
Discount:
10% off
You save: £11.00
ISBN 10: 0471953148
ISBN 13: 9780471953142
Availability: Usually dispatched within 1-3 weeks.
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Stock: Currently 0 available
Publisher: JOHN WILEY AND SONS LTD
Pub. date: 25 April, 2000
Series: Financial Economics & Quantitative Analysis S.
Pages: 874
Description: 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.
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.
Illustrations: Illustrations
Publication: UK
Imprint: John Wiley & Sons Ltd
Returns: Returnable
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APPROXIMATION, PROBABILITY AND RELATED FIELDS (HB)
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HANDBOOK OF COMPUTATIONAL AND NUMERICAL METHODS IN FINANCE (HB)
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MASS TRANSPORTATION PROBLEMS (HB)
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PROBABILITY AND STATISTICS FOR FINANCE
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RATING BASED MODELING OF CREDIT RISK (HB)
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