[PDF.04by] Financial Modeling Under Non-Gaussian Distributions (Springer Finance)

Financial Modeling Under Non-Gaussian Distributions (Springer Finance)

[PDF.kv57] Financial Modeling Under Non-Gaussian Distributions (Springer Finance)

Financial Modeling Under Non-Gaussian  Eric Jondeau, Ser-Huang Poon, Michael Rockinger epub
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Financial Modeling Under Non-Gaussian  Eric Jondeau, Ser-Huang Poon, Michael Rockinger audiobook
Financial Modeling Under Non-Gaussian  Eric Jondeau, Ser-Huang Poon, Michael Rockinger book review
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 | #4413813 in Books |  2010-12-10 | Original language:English | PDF # 1 |  9.25 x1.27 x6.13l,1.71 | File type: PDF | 541 pages

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||11 of 14 people found the following review helpful.| A most intelligent and clear book|By Brian D. Babiak|This book is an outstanding a clear presentation of non-Gaussian financial modeling. In financial markets, the Gaussian curve or bell curve, is not accurate in that most markets are skewed (a predisposition to grow on average, not zero) and fat-tailed (rare events such as market crashes happen more often than a Gaussian cu

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.

You can specify the type of files you want, for your gadget.Financial Modeling Under Non-Gaussian Distributions (Springer Finance)   |  Eric Jondeau, Ser-Huang Poon, Michael Rockinger. I was recommended this book by a dear friend of mine.

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