Handbook of heavy tailed distributions in finance /
Handbook of heavy tailed distributions in finance /
Heavy tailed distributions in finance
edited by Svetlozar T. Rachev.
- Amsterdam : Boston : Elsevier, 2003.
- xxiv, 680 p. : ill. ; 24 cm.
- Handbooks in finance, bk. 1 1568-4997 ; .
Includes bibliographical references and indexes.
The Handbook of Heavy Tailed Distributions in Finance is the first handbook to be published in the handbooks in finance series. This volume presents current research focusing on heavy tailed distributions in finance. The contributions cover methodological issues, i.e., 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.
0444508961
2003271848
Finance--Statistical methods.
HG176.5 / .H36 2003
332.01'5195
Includes bibliographical references and indexes.
The Handbook of Heavy Tailed Distributions in Finance is the first handbook to be published in the handbooks in finance series. This volume presents current research focusing on heavy tailed distributions in finance. The contributions cover methodological issues, i.e., 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.
0444508961
2003271848
Finance--Statistical methods.
HG176.5 / .H36 2003
332.01'5195