Business & Economics Books:

Handbook of Heavy Tailed Distributions in Finance: Volume 1

Handbooks in Finance, Book 1
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Hardback
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Description

This first volume of the "Handbooks in Finance" series explores the application of heavy tailed distributions to the analysis of financial data. Heavy tailed distributions can be used to model real-world, fractal phenomena in a range of disciplines including finance and risk management. The contributions cover methodological issues - probabilistic, statistical and econometric modeling under non-Gaussian assumptions - as well as the applications of the stable and other non-Gaussian models in finance and risk management.
Release date Australia
March 5th, 2003
Audience
  • Professional & Vocational
Contributor
  • Edited by S. T. Rachev
Country of Publication
United States
Imprint
North-Holland
Pages
704
Publisher
Elsevier Science & Technology
Dimensions
174x240x32
ISBN-13
9780444508966
Product ID
2405710

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