Основной контент книги Financial Models with Levy Processes and Volatility Clustering
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Volume 416 pages
Financial Models with Levy Processes and Volatility Clustering
$110
About the book
An in-depth guide to understanding probability distributions and financial modeling for the purposes of investment management In Financial Models with Lévy Processes and Volatility Clustering, the expert author team provides a framework to model the behavior of stock returns in both a univariate and a multivariate setting, providing you with practical applications to option pricing and portfolio management. They also explain the reasons for working with non-normal distribution in financial modeling and the best methodologies for employing it. The book's framework includes the basics of probability... Next
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Age restriction:
0+Release date on Litres:
23 December 2017Volume:
416 p. ISBN:
9780470937167Total size:
8.3 МБTotal number of pages:
416Copyright holder:
John Wiley & Sons Limited