In financial models with levy processes and volatility clustering the expert author team provides a framework to model the behavior of stock returns in both a univariate and a multivariate setting providing you with practical applications to option pricing and portfolio management they also explain the reasons for working with non normal distribution in financial modeling and the best methodologies for employing it. Financial models with levy processes and volatility clustering frank j fabozzi series rachev svetlozar t kim young shim bianchi michele l fabozzi frank . Financial models with levy processes and volatility clustering buch bucher bei weltbildde jetzt financial models with levy processes and volatility clustering von svetlozar t rachev versandkostenfrei bestellen bei weltbildde ihrem bucher spezialisten. Financial models with levy processes and volatility clustering svetlozar t rachev young shin icim michele leonardo bianchi frank j fabozzi wiley john wiley sons inc contents preface xv about the authors xix chapter 1 introduction 1 11 the need for better financial modeling of asset prices 1 12 the family of stable distribution and its properties 5 121 parameterization of the
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