Financial modeling under non-gaussian distributions
Practitioners and researchers who have handled financial market data know that asset returns do not behave according to the bell-shaped curve, associated with the Gaussian or normal distribution. Indeed, the use of Gaussian models when the asset return distributions are not normal could lead to a wr...
| Autor principal: | |
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| Otros Autores: | , |
| Formato: | Libro electrónico |
| Idioma: | Inglés |
| Publicado: |
London :
Springer
c2007.
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| Edición: | 1st ed. 2007. |
| Colección: | Springer finance.
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| Materias: | |
| Ver en Biblioteca Universitat Ramon Llull: | https://discovery.url.edu/permalink/34CSUC_URL/1im36ta/alma991009460783706719 |
Tabla de Contenidos:
- pt. 1. Financial markets and financial time series
- Pt. 2. Economic modeling of asset returns
- Pt. 3. Applications of non-gaussian econometrics
- Pt. 4. Option pricing with non-gaussian returns
- Pt. 5. Appendices on option pricing mathematics.
