Description - Handbook of Heavy Tailed Distributions in Finance by S. T. Rachev
This first volume of the "Handbooks in Finance" series explores the application of heavy tailed distributions to the analysis of financial data. Heavy tailed distributions can be used to model real-world, fractal phenomena in a range of disciplines including finance and risk management. The contributions cover methodological issues - probabilistic, statistical and econometric modeling 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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Publisher: Elsevier Science & Technology
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