Fat-Tailed and return distributions : Implications for risk management, portfolio selection, and option pricing

While mainstream financial theories and applications assume that asset returns are normally distributed, overwhelming empirical evidence shows otherwise. Yet many professionals don’t appreciate the highly statistical models that take this empirical evidence into consideration. Fat-Tailed and Skewed...

Disgrifiad llawn

Wedi'i Gadw mewn:
Manylion Llyfryddiaeth
Prif Awdur: Rachev, S. T.
Fformat: Llyfr
Iaith:Undetermined
Cyhoeddwyd: Hoboken, N.J. John Wiley & Sons 2005
Pynciau:
Tagiau: Ychwanegu Tag
Dim Tagiau, Byddwch y cyntaf i dagio'r cofnod hwn!
Thư viện lưu trữ: Trung tâm Học liệu Trường Đại học Cần Thơ