Financial Modeling Under Non-Gaussian Distributions by Eric Jondeau

Financial Modeling Under Non-Gaussian Distributions by Eric Jondeau

The book is written for non-mathematicians who want to model financial market prices so the emphasis throughout is on practice. There are abundant empirical illustrations of the models and techniques described, many of which could be equally applied to other financial time series.

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)

Dr SER-HUANG POON was promoted to Professor of Finance at Manchester University in 2003. Prior to that, she was a senior lecturer at Strathclyde University. Ser-Huang graduated from the National University of Singapore and obtained her masters and PhD from Lancaster University, UK. She has researched financial market volatility for many years and has published in many top ranking peer reviewed finance and financial econometric journals with many co-authors from around the world. Her financial market volatility work was cited as a reference reading on the Nobel web site in 2003.

SKU	Unavailable
ISBN 13	9781849965996
ISBN 10	1849965994
Title	Financial Modeling Under Non-Gaussian Distributions
Author	Eric Jondeau
Series	Springer Finance
Condition	Unavailable
Binding Type	Paperback
Publisher	Springer London Ltd
Year published	2010-10-21
Number of pages	541
Cover note	Book picture is for illustrative purposes only, actual binding, cover or edition may vary.