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Rachev, Svetlozar T.Menn, ChristianFabozzi, Frank J.Fat-Tailed and Skewed Asset Return DistributionsImplications for Risk Management, Portfolio Selection, and Option Pricing, Unterstützte Lesegerätegruppen: PC/MAC/eReader/Tablet
E-Book, Wiley (2005)Format: PDF (Adobe DRM)
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While mainstream financial theories and applications assume that asset returns are normally distributed, overwhelming empirical evidence shows otherwise. Yet many professionals don't appreciate the highly statistical models that take this empirical evidence into consideration. Fat-Tailed and Skewed Asset Return Distributions examines this dilemma and offers readers a less technical look at how portfolio selection, risk management, and option pricing modeling should and can be undertaken when th ...

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Fat-Tailed and Skewed Asset Return Distributions

Implications for Risk Management, Portfolio Selection, and Option Pricing, Unterstützte Lesegerätegruppen: PC/MAC/eReader/Tablet

Rachev, Svetlozar T., Menn, Christian, Fabozzi, Frank J.

E-Book, 369 S.

Sprache: Englisch

ISBN-13: 978-0-471-75890-7

Titelnr.: 27867843

Gewicht: 0 g

Wiley (2005)

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