Rockinger, Michael.
Libros de: Rockinger, Michael.
Mostrando 1 libros encontrados. (1 páginas).
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Financial Modeling Under Non-Gaussian Distributions
Jondeau, Eric. Poon, Ser-Huang Rockinger, Michael.
Springer (2007)
- EAN: 9781846284199
- Páginas: 541
- Fecha de edición: 2007
pvp.91,50 €
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Non-Gaussian distributions are the key theme of this book which addresses the causes and consequences of non-normality and time dependency in both asset returns and option prices. The aim is to bridge the gap between ...