Handbook of heavy tailed distributions in finance / edited by Svetlozar T. Rachev.

Contributor(s):

Rachev, S. T. (Svetlozar Todorov)

Material type: Text

TextSeries: Handbooks in finance ; bk. 1Publication details: Amsterdam : Boston : Elsevier, 2003.Description: xxiv, 680 p. : ill. ; 24 cmISBN:

0444508961

Other title:

Heavy tailed distributions in finance

Subject(s):

Finance -- Statistical methods

DDC classification:

332.01'5195 22

LOC classification:

HG176.5 .H36 2003

Online resources:

Summary: 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.


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Holdings
Item type	Current library	Collection	Call number	Copy number	Status	Barcode
Monograph & others	CBN HQ Library		332.01'5195 HAN (Browse shelf(Opens below))		Available	31008100039649
Monograph & others	CBN LAGOS LAISON OFFICE LIBRARY General Stacks		332.01'5195 HAN (Browse shelf(Opens below))	c.1	Available	31008100699541
Monograph & others	CBN LAGOS LAISON OFFICE LIBRARY General Stacks		332.01'5195 HAN (Browse shelf(Opens below))	c.2	Available	31008100699533
Monograph & others	CBN ENUGU BRANCH LIBRARY General Stacks	Non-fiction	332.01'5195 HAN (Browse shelf(Opens below))	c. 1	Available	31008100636386
Monograph & others	CBN BAUCHI BRANCH LIBRARY General Stacks	Non-fiction	332.01'5195 HAN (Browse shelf(Opens below))	c.1	Available	31008100574405
Monograph & others	CBN LAGOS LEARNING CENTRE LIBRARY General Stacks	Non-fiction	332.01'5195 HAN (Browse shelf(Opens below))	c.1	Available	31008101247241

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Previous	332.01'5195 BRO Introductory econometrics for finance /	332.01'5195 FRA Statistics of financial markets :	332.01'5195 HAN Handbook of financial econometrics /	332.01'5195 HAN Handbook of heavy tailed distributions in finance /	332.01'5195 LOS Financial market risk :	332.01'5195 MIL The econometric modelling of financial time series /	332.01'5195 NON Nonlinear financial econometrics :	Next

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.


oif 10/07/14

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