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From the reviews:
"Financial Modeling Under Non-Gaussian Distributions ... is thus very welcome as it provides an accessible and easy-to-understand treatment of a broad range of topics, including core material to more advanced techniques on the subject of capturing non-Gaussian properties in the distributions of asset returns. ... Financial Modeling Under Non-Gaussian Distributions is a very accessible textbook that covers a wide range of topics. ... The authors define their target readers as specialized master and Ph.D. students, as well as financial industry practitioners." (Stephan Suess, Financial Markets and Portfolio Management, Vol. 22, 2008)
"This book is written for non-mathematicians who want to model financial market prices. ... It targets practioners in the financial industry. It is suitable for use as core text for students in empirical finance, financial econometrics and financial derivatives. It is useful for mathematician who want to know more about their mathematical tools are applied in finance." (Klaus Ehemann, Zentralblatt MATH, Vol. 1138 (16), 2008)
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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Versandziele, Kosten & DauerAnbieter: Wonder Book, Frederick, MD, USA
Zustand: Very Good. Very Good condition. A copy that may have a few cosmetic defects. May also contain light spine creasing or a few markings such as an owner's name, short gifter's inscription or light stamp. Bestandsnummer des Verkäufers X09C-01570
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Zustand: Very Good. Ships from the UK. Former library book; may include library markings. Used book that is in excellent condition. May show signs of wear or have minor defects. Bestandsnummer des Verkäufers GRP95629934
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Anbieter: Anybook.com, Lincoln, Vereinigtes Königreich
Zustand: Fair. This is an ex-library book and may have the usual library/used-book markings inside.This book has hardback covers. In fair condition, suitable as a study copy. No dust jacket. Please note the Image in this listing is a stock photo and may not match the covers of the actual item,950grams, ISBN:9781846284199. Bestandsnummer des Verkäufers 4835527
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Anbieter: BennettBooksLtd, North Las Vegas, NV, USA
Hardcover. Zustand: New. In shrink wrap. Looks like an interesting title! Bestandsnummer des Verkäufers Q-1846284198
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Anbieter: Ria Christie Collections, Uxbridge, Vereinigtes Königreich
Zustand: New. In English. Bestandsnummer des Verkäufers ria9781846284199_new
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Anbieter: Lucky's Textbooks, Dallas, TX, USA
Zustand: New. Bestandsnummer des Verkäufers ABLIING23Mar2912160241994
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Anbieter: BuchWeltWeit Ludwig Meier e.K., Bergisch Gladbach, Deutschland
Buch. Zustand: Neu. This item is printed on demand - it takes 3-4 days longer - Neuware -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 theoretical developments and the practical implementations of what many users and researchers perceive as 'sophisticated' models. 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, such as exchange and interest rates. This book will be an essential reference for practitioners in the finance industry, especially those responsible for managing portfolios and monitoring financial risk, but it will also be useful for mathematicians who want to know more about how their mathematical tools are applied in finance, and as a text for advanced courses in empirical finance; financial econometrics and financial derivatives. 541 pp. Englisch. Bestandsnummer des Verkäufers 9781846284199
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Zustand: New. Bestandsnummer des Verkäufers I-9781846284199
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Anbieter: THE SAINT BOOKSTORE, Southport, Vereinigtes Königreich
Hardback. Zustand: New. This item is printed on demand. New copy - Usually dispatched within 5-9 working days 962. Bestandsnummer des Verkäufers C9781846284199
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Anbieter: AHA-BUCH GmbH, Einbeck, Deutschland
Buch. Zustand: Neu. Druck auf Anfrage Neuware - Printed after ordering - 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 theoretical developments and the practical implementations of what many users and researchers perceive as 'sophisticated' models. 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, such as exchange and interest rates. This book will be an essential reference for practitioners in the finance industry, especially those responsible for managing portfolios and monitoring financial risk, but it will also be useful for mathematicians who want to know more about how their mathematical tools are applied in finance, and as a text for advanced courses in empirical finance; financial econometrics and financial derivatives. Bestandsnummer des Verkäufers 9781846284199
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