Cargando…
Financial Modeling Under Non-Gaussian Distributions
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 asset return distributions are not normal could lead to a wr...
| Clasificación: | Libro Electrónico |
|---|---|
| Autores principales: | , , |
| Autor Corporativo: | |
| Formato: | Electrónico eBook |
| Idioma: | Inglés |
| Publicado: |
London :
Springer London : Imprint: Springer,
2007.
|
| Edición: | 1st ed. 2007. |
| Colección: | Springer Finance,
|
| Temas: | |
| Acceso en línea: | Texto Completo |