Fat-tailed and skewed asset return distributions
implications for risk management, portfolio selection, and option pricing
- ISBN: 9780471718864
- Editorial: John Wiley & Sons Limited
- Fecha de la edición: 2005
- Lugar de la edición: New Jersey. Estados Unidos de Norteamérica
- Encuadernación: Cartoné
- Medidas: 24 cm
- Nº Pág.: 369
- Idiomas: Inglés
Papel: Cartoné
91,77 €
82,59 €
Sin Stock. Disponible en 5/6 semanas.
A bridge between the highly technical theory of the statistical distribution of asset returns and real-world applications for portfolio and risk management. This unique book gives non-technical readers an understanding of the highly technical mathematics behind how portfolio management, risk management, and option pricing modeling should and can be undertaken when the assumption of a non-normal distribution for asset returns is appropriate.
