Stable Paretian Models in Finance (Hardback)
S Rachev (author)
£110.00
Hardback
874 Pages
Published: 25/04/2000
Published: 25/04/2000
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Stable Paretian Models in Finance (Hardback)
£110.00
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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.
Publisher: John Wiley & Sons Inc
ISBN: 9780471953142
Number of pages: 874
Weight: 1262 g
Dimensions: 229 x 152 x 47 mm
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