Stable Paretian Models in Finance
Svetlozar T Rachev author Stefan Mittnik author
Format:Hardback
Publisher:John Wiley & Sons Inc
Currently unavailable, and unfortunately no date known when it will be back
The authors reconsider the problem of parametrically specifying distribution suitable for asset-return models. They describe alternative distributions, showing how they can be estimated and applied to stock-index and exchange-rate data. The implications for options pricing are also investigated.
ISBN: 9780471953142
Dimensions: 234mm x 163mm x 51mm
Weight: 1332g
896 pages