Financial Modeling Under Non-Gaussian Distributions by Eric Jondeau

Financial Modeling Under Non-Gaussian Distributions by Eric Jondeau

Examines non-Gaussian distributions. This book addresses the causes and consequences of non-normality and time dependency in both asset returns and option prices. It is suitable for non-mathematicians who want to model financial market prices.

From the reviews:

"Financial Modeling Under Non-Gaussian Distributions … is thus very welcome as it provides an accessible and easy-to-understand treatment of a broad range of topics, including core material to more advanced techniques on the subject of capturing non-Gaussian properties in the distributions of asset returns… Financial Modeling Under Non-Gaussian Distributions is a very accessible textbook that covers a wide range of topics. … The authors define their target readers as specialized master and Ph.D. students, as well as financial industry practitioners." (Stephan Suess, Financial Markets and Portfolio Management, Vol. 22, 2008)

"This book is written for non-mathematicians who want to model financial market prices. ... It targets practioners in the financial industry. It is suitable for use as core text for students in empirical finance, financial econometrics and financial derivatives. It is useful for mathematician who want to know more about their mathematical tools are applied in finance." (Klaus Ehemann, Zentralblatt MATH, Vol. 1138 (16), 2008)

SKU	Unavailable
ISBN 13	9781846284199
ISBN 10	1846284198
Title	Financial Modeling Under Non-Gaussian Distributions
Author	Eric Jondeau
Series	Springer Finance
Condition	Unavailable
Binding Type	Hardback
Publisher	Springer London Ltd
Year published	2006-11-23
Number of pages	541
Cover note	Book picture is for illustrative purposes only, actual binding, cover or edition may vary.