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Основной контент книги Financial Models with Levy Processes and Volatility Clustering
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Volume 416 pages

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Financial Models with Levy Processes and Volatility Clustering

Read only on Litres

The book cannot be downloaded as a file, but can be read in our app or online on the website.

$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... 

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Age restriction:
0+
Release date on Litres:
23 December 2017
Volume:
416 p.
ISBN:
9780470937167
Total size:
8.3 МБ
Total number of pages:
416
Copyright holder:
John Wiley & Sons Limited
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