Financial modeling under non-gaussian distributions
"Non-Gaussian distributions are the key theme of this book which addresses the causes and consequences of non-normality and time dependency in both asset returns and option prices. One of the main aims is to bridge the gap between the theoretical developments and the practical implementations o...
| Main Author: | Jondeau, Eric. |
|---|---|
| Other Authors: | Poon, Ser-Huang., Rockinger, Michael., SpringerLink (Online service) |
| Format: | eBook |
| Language: | English |
| Published: |
London :
Springer,
©2007.
London : [2007] |
| Physical Description: |
1 online resource (xviii, 541 pages) : illustrations. |
| Series: |
Springer finance.
|
| Subjects: |
CMU Electronic Access
Electronic Resource Click Here| Location | Call Number: | Status |
|---|---|---|
| CMU Electronic Access | Available |