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

Stable Paretian Models in Finance cover

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