By Eric Jondeau,Ser-Huang Poon,Michael Rockinger
ISBN-10: 1846284198
ISBN-13: 9781846284199
ISBN-10: 1849965994
ISBN-13: 9781849965996
This booklet examines non-Gaussian distributions. It addresses the motives and results of non-normality and time dependency in either asset returns and alternative costs. The publication is written for non-mathematicians who are looking to version monetary marketplace costs so the emphasis all through is on perform. There are plentiful empirical illustrations of the types and methods defined, lots of that may be both utilized to different monetary time series.
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Financial Modeling Under Non-Gaussian Distributions (Springer Finance) by Eric Jondeau,Ser-Huang Poon,Michael Rockinger
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