Handbook of heavy tailed distributions in finance

Format Post in Finance BY S.T Rachev

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Handbook of heavy tailed distributions in finance S.T Rachev is available to download

Handbook of heavy tailed distributions in finance
S.Handbook of heavy tailed ... Textbook T Rachev
Type: eBook
Released: 2003
Publisher: Elsevier
Page Count: 661
Format: pdf
Language: English
ISBN-10: 0444508961
ISBN-13: 9780444508966
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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