Financial Modeling Under Non-Gaussian Distributions download PDF, EPUB, Kindle
Financial Modeling Under Non-Gaussian Distributions download PDF, EPUB, Kindle

Financial Modeling Under Non-Gaussian Distributions by Michael Rockinger
Financial Modeling Under Non-Gaussian Distributions
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Author: Michael Rockinger
Number of Pages: 541 pages
Published Date: 01 Feb 2007
Publisher: Springer London Ltd
Publication Country: England, United Kingdom
Language: English
Format: eBook
ISBN: 9781846284199
File size: 23 Mb
File Name: Financial.Modeling.Under.Non-Gaussian.Distributions.pdf
Download Link: Financial Modeling Under Non-Gaussian Distributions
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This book examines non-Gaussian distributions. It addresses the causes and consequences of non-normality and time dependency in both asset returns and option prices. The book is written for non-mathematicians who want to model financial market prices so the emphasis throughout is on practice. There are abundant empirical illustrations of the models and techniques described, many of which could be equally applied to other financial time series.

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