Logotipo librería Marcial Pons
Fat-tailed and skewed asset return distributions

Fat-tailed and skewed asset return distributions
implications for risk management, portfolio selection, and option pricing

  • ISBN: 9780471718864
  • Editorial: John Wiley & Sons Limited
  • Lugar de la edición: New Jersey. Estados Unidos de Norteamérica
  • Encuadernación: Cartoné
  • Medidas: 24 cm
  • Nº Pág.: 369
  • Idiomas: Inglés

Papel: Cartoné
81,37 €
Sin Stock. Envío en 3/4 semanas.

Resumen

A bridge between the highly technical theory of the statistical distribution of asset returns and real-world applications for portfolio and risk management. This unique book gives non-technical readers an understanding of the highly technical mathematics behind how portfolio management, risk management, and option pricing modeling should and can be undertaken when the assumption of a non-normal distribution for asset returns is appropriate.

Resumen

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