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Item Details
Title: HANDBOOK OF HEAVY TAILED DISTRIBUTIONS IN FINANCE
HANDBOOKS IN FINANCE, BOOK 1
Volume: Volume 1
By: S. T. Rachev (Editor)
Format: Hardback

List price: £138.00
Our price: £138.00
ISBN 10: 0444508961
ISBN 13: 9780444508966
Availability: This item will be printed on demand and will usually be dispatched within 10 days.
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Stock: Currently 0 available
Publisher: ELSEVIER SCIENCE & TECHNOLOGY
Pub. date: 5 March, 2003
Series: Handbooks in Finance
Pages: 704
Description: Intended for finance and economics professors and lecturers, professional researchers, and graduate students, this volume presents research focusing on heavy tailed distributions in finance. It covers methodological issues, as well as the applications of the stable and other non-Gaussian models in finance and risk management.
Synopsis: The Handbooks in Finance are intended to be a definitive source for comprehensive and accessible information in the field of finance. Each individual volume in the series should present an accurate self-contained survey of a sub-field of finance, suitable for use by finance and economics professors and lecturers, professional researchers, graduate students and as a teaching supplement. The goal is to have a broad group of outstanding volumes in various areas of finance. The Handbook of Heavy Tailed Distributions in Finance is the first handbook to be published in this series.This volume presents current research focusing on heavy tailed distributions in finance. The contributions cover methodological issues, i.e., probabilistic, statistical and econometric modelling under non- Gaussian assumptions, as well as the applications of the stable and other non -Gaussian models in finance and risk management.
Publication: US
Imprint: North-Holland
Returns: Non-returnable
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A PROBABILITY METRICS APPROACH TO FINANCIAL RISK MEASURES
A PROBABILITY METRICS APPROACH TO FINANCIAL RISK MEASURES (HB)
ADVANCED REIT PORTFOLIO OPTIMIZATION (HB)
ADVANCED RISK MANAGEMENT AND PORTFOLIO OPTIMIZATION (HB)
ADVANCED STOCHASTIC MODELS, RISK ASSESSMENT, AND PORTFOLIO OPTIMIZATION
ADVANCED STOCHASTIC MODELS, RISK ASSESSMENT, AND PORTFOLIO OPTIMIZATION (HB)
APPROXIMATION, PROBABILITY AND RELATED FIELDS (HB)
APPROXIMATION, PROBABILITY, AND RELATED FIELDS (PB)
BAYESIAN METHODS IN FINANCE
BAYESIAN METHODS IN FINANCE (HB)
CREDIT RISK (PB)
FAT-TAILED AND SKEWED ASSET RETURN DISTRIBUTIONS
FAT-TAILED AND SKEWED ASSET RETURN DISTRIBUTIONS
FAT-TAILED AND SKEWED ASSET RETURN DISTRIBUTIONS (HB)
FINANCIAL ECONOMETRICS
FINANCIAL ECONOMETRICS (HB)
FINANCIAL MODELS WITH LEVY PROCESSES AND VOLATILITY CLUSTERING
FINANCIAL MODELS WITH LEVY PROCESSES AND VOLATILITY CLUSTERING
FINANCIAL MODELS WITH LEVY PROCESSES AND VOLATILITY CLUSTERING
FINANCIAL MODELS WITH LEVY PROCESSES AND VOLATILITY CLUSTERING
FINANCIAL MODELS WITH LEVY PROCESSES AND VOLATILITY CLUSTERING (HB)
HANDBOOK OF COMPUTATIONAL AND NUMERICAL METHODS IN FINANCE (HB)
HANDBOOK OF COMPUTATIONAL AND NUMERICAL METHODS IN FINANCE (PB)
ILL-POSED PROBLEMS IN PROBABILITY AND STABILITY OF RANDOM SUMS (HB)
MASS TRANSPORTATION PROBLEMS (HB)
MASS TRANSPORTATION PROBLEMS (HB)
MASS TRANSPORTATION PROBLEMS (PB)
MASS TRANSPORTATION PROBLEMS (PB)
MATHEMATICAL METHODS FOR CONSTRUCTION OF QUEUEING MODELS (HB)
OPERATIONAL RISK
OPERATIONAL RISK
OPERATIONAL RISK
OPERATIONAL RISK (HB)
PROBABILITY AND STATISTICS FOR FINANCE
PROBABILITY AND STATISTICS FOR FINANCE
PROBABILITY AND STATISTICS FOR FINANCE
PROBABILITY AND STATISTICS FOR FINANCE
PROBABILITY AND STATISTICS FOR FINANCE (HB)
RATING BASED MODELING OF CREDIT RISK (HB)
RISK AND UNCERTAINTY
RISK ASSESSMENT (HB)
RISK ASSESSMENT (PB)
ROBUST AND NON-ROBUST MODELS IN STATISTICS (HB)
STABLE PARETIAN MARKETS IN FINANCE (HB)
THE BASICS OF FINANCIAL ECONOMETRICS
THE BASICS OF FINANCIAL ECONOMETRICS
THE BASICS OF FINANCIAL ECONOMETRICS (HB)
THE METHODS OF DISTANCES IN THE THEORY OF PROBABILITY AND STATISTICS (HB)
THE METHODS OF DISTANCES IN THE THEORY OF PROBABILITY AND STATISTICS (PB)

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