Financial Modeling Under Non-Gaussian Distributions
Download or Read eBook Financial Modeling Under Non-Gaussian Distributions PDF written by Eric Jondeau and published by Springer Science & Business Media. This book was released on 2007-04-05 with total page 541 pages. Available in PDF, EPUB and Kindle.
| Author | : Eric Jondeau |
| Publisher | : Springer Science & Business Media |
| Total Pages | : 541 |
| Release | : 2007-04-05 |
| ISBN-10 | : 9781846286964 |
| ISBN-13 | : 1846286964 |
| Rating | : 4/5 (64 Downloads) |
Book Synopsis Financial Modeling Under Non-Gaussian Distributions by : Eric Jondeau
Book excerpt: 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.
