[PDF.13cf] Financial Modeling Under Non-Gaussian Distributions (Springer Finance)

Financial Modeling Under Non-Gaussian Distributions (Springer Finance)

[PDF.gu39] 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 book review
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 | #4026700 in Books |  2010-09-02 | 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|From the Back Cover||Practitioners and researchers who have handled financial market data know that asset returns do not behave according to the bell-shaped curve, associated with the Gaussian or normal distribution. Indeed, the use of Gaussian models when the a

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 device.Financial Modeling Under Non-Gaussian Distributions (Springer Finance)   |  Eric Jondeau, Ser-Huang Poon, Michael Rockinger. I really enjoyed this book and have already told so many people about it!

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