 |
|
|
Item Details
| Title:
|
FAT-TAILED AND SKEWED ASSET RETURN DISTRIBUTIONS
IMPLICATIONS FOR RISK MANAGEMENT, PORTFOLIO SELECTION, AND OPTION PRICING |
| By: |
Frank J. Fabozzi, Svetlozar T. Rachev, Christian Menn |
| Format: |
Hardback |
| List price:
|
£80.00 |
| Our price: |
£58.40 |
| Discount: |
|
| You save:
|
£21.60 |
|
|
|
|
|
| ISBN 10: |
0471718866 |
| ISBN 13: |
9780471718864 |
| Availability: |
Usually dispatched within 1-3 weeks.
 Delivery
rates
|
| Stock: |
Currently 0 available |
| Publisher: |
JOHN WILEY AND SONS LTD |
| Pub. date: |
26 August, 2005 |
| Series: |
Frank J. Fabozzi Series |
| Pages: |
369 |
| Description: |
A bridge between the highly technical theory of the statistical distribution of asset returns and real-world applications for portfolio and risk management While mainstream theories and concepts assume that asset returns are normally distributed, empirical evidence shows otherwise. |
| Synopsis: |
While mainstream financial theories and applications assume that asset returns are normally distributed, overwhelming empirical evidence shows otherwise. Yet many professionals don't appreciate the highly statistical models that take this empirical evidence into consideration. "Fat Tailed and Skewed Asset Return Distributions" examines this dilemma and offers readers a less technical look at how portfolio selection, risk management, and option pricing modeling should and can be undertaken when the assumption of a non normal distribution for asset returns is violated. Topics covered in this comprehensive book include an extensive discussion of probability distributions, estimating probability distributions, portfolio selection, alternative risk measures, and much more. "Fat Tailed and Skewed Asset Return Distributions" provides a bridge between the highly technical theory of statistical distributional analysis, stochastic processes, and econometrics of financial returns and real world risk management and investments. |
| Illustrations: |
Illustrations |
| Publication: |
US |
| Imprint: |
John Wiley & Sons Inc |
| Returns: |
Returnable |
|
|
|
 |
|
|
|
|
|
Little Worried Caterpillar (PB)
Little Green knows she''s about to make a big change - transformingfrom a caterpillar into a beautiful butterfly. Everyone is VERYexcited! But Little Green is VERY worried. What if being a butterflyisn''t as brilliant as everyone says?Join Little Green as she finds her own path ... with just a littlehelp from her friends.
|
|
All the Things We Carry PB
What can you carry?A pebble? A teddy? A bright red balloon? A painting you''ve made?A hope or a dream?This gorgeous, reassuring picture book celebrates all the preciousthings we can carry, from toys and treasures to love and hope. With comforting rhymes and fabulous illustrations, this is a warmhug of a picture book.
|
|
|
|