Kontakt
Kako nakupovati
Dostava
Svetovalec pri nakupu
Fat-Tailed and Skewed Asset Return Distributions - Implications for Risk Management, Portfolio Selection and Option Pricing
Angleščina
177 b
Do 30 dni za vračilo
Drugi so kupili tudi
/
Mehka
8.92
€
/
Mehka
22.48
€
/
Mehka
29.81
€
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 the assumption of a non normal distribution for asset returns is violated. Topics covered in this comprehensive book include an extensive discussion of probability distributions, estimating probability distributions, portfolio selection, alternative risk measures, and much more. "Fat Tailed and Skewed Asset Return Distributions" provides a bridge between the highly technical theory of statistical distributional analysis, stochastic processes, and econometrics of financial returns and real world risk management and investments.
O knjigi
Angleščina
Podarite to knjigo še danes
To je povsem preprosto
1 Dodajte knjigo v košarico in izberite dostavo kot darilo 2 V zameno vam bomo poslali kupon 3 Knjiga bo dostavljena na naslov obdarovancaMorda bi vas zanimalo tudi
/
Trda
34.32
€
/
Mehka
38.94
€
Pozdravljeni! Sem Libroamiko, vaš knjižni svetovalec.
Kako vam lahko pomagam?