Handbook of Heavy Tailed Distributions in Finance by S. T. Rachev
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Handbook of Heavy Tailed Distributions in Finance
By S. T. Rachev

Handbook of Heavy Tailed Distributions in Finance

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Format: Hardback

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Handbook of Heavy Tailed Distributions in Finance by S. T. Rachev

Book Description

The "Handbooks in Finance" are intended to be a definitive source for comprehensive and accessible information in the field of finance. Each individual volume in the series should present an accurate self-contained survey of a sub-field of finance, suitable for use by finance and economics professors and lecturers, professional researchers, graduate students and as a teaching supplement. The goal is to have a broad group of outstanding volumes in various areas of finance. The "Handbook of Heavy Tailed Distributions in Finance" is the first handbook to be published in this series. This volume presents current research focusing on heavy tailed distributions in finance. The contributions cover methodological issues, i.e., probabilistic, statistical and econometric modelling under non-Gaussian assumptions, as well as the applications of the stable and other non-Gaussian models in finance and risk management.

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Book Details

ISBN: 9780444508966
ISBN-10: 0444508961
Format: Hardback
(240mm x 174mm x 32mm)
Pages: 704
Imprint: North-Holland
Publisher: Elsevier Science & Technology
Publish Date: 5-Mar-2003
Country of Publication: United States

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