000			01626cam a2200325 a 4500
001			2003271848
003			DLC
005			20151013135922.0
008			030710s2003 ne a b 001 0 eng d
010			_a 2003271848
020			_a0444508961
035			_a(OCoLC)ocm52283186
040			_aMTG _cMTG _dNTE _dEMU _dDLC
050	0	0	_aHG176.5 _b.H36 2003
082	0	0	_a332.01'5195 _222
245	0	0	_aHandbook of heavy tailed distributions in finance / _cedited by Svetlozar T. Rachev.
246	3	0	_aHeavy tailed distributions in finance
260			_aAmsterdam : _aBoston : _bElsevier, _c2003.
300			_axxiv, 680 p. : _bill. ; _c24 cm.
440		0	_aHandbooks in finance, _x1568-4997 ; _vbk. 1
504			_aIncludes bibliographical references and indexes.
520			_aThe 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.

590			_aoif 10/07/14
591			_aLoan
650		0	_aFinance _xStatistical methods.
700	1		_aRachev, S. T. _q(Svetlozar Todorov)
856	4	2	_3Publisher description _uhttp://www.loc.gov/catdir/enhancements/fy0615/2003271848-d.html
856	4	1	_3Table of contents only _uhttp://www.loc.gov/catdir/enhancements/fy0615/2003271848-t.html
942			_2ddc _cBOOK
999			_c1246 _d1246