Stable Paretian Models in Finance
Stefan (University of Kiel, Germany) Mittnik, Svetlozar T. (University of California) Rachev
John Wiley & Sons Inc, 2000
156,25 €On orderDelivery: 2-3 weeks
The authors reconsider the problem of parametrically specifying distribution suitable for asset--return models. They describe alternative distributions, showing how they can be estimated and applied to stock--index and exchange--rate data. The implications for options pricing are also investigated.
- ISBN-13
- 9780471953142
- ISBN-10
- 0471953148
- Publisher
- John Wiley & Sons Inc
- Year
- 2000
- Publication date
- 2000-04-25
- Pages
- 880
- Dimensions
- 234x163x51
- Weight
- 1332