TY - BOOK AU - Rachev,S.T. TI - Handbook of heavy tailed distributions in finance SN - 0444508961 AV - HG176.5 .H36 2003 U1 - 332.01'5195 22 PY - 2003/// CY - Amsterdam, Boston PB - Elsevier KW - Finance KW - Statistical methods N1 - Includes bibliographical references and indexes N2 - 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. UR - http://www.loc.gov/catdir/enhancements/fy0615/2003271848-d.html UR - http://www.loc.gov/catdir/enhancements/fy0615/2003271848-t.html ER -