ISBN: 9780470482353 - financial models with levy processes and volatility clustering (frank j. fabozzi series) (9 Ergebnisse)

Zustand: Fair. This is an ex-library book and may have the usual library/used-book markings inside.This book has hardback covers. In fair condition, suitable as a study copy. No dust jacket. Please note the Image in this listing is a stock photo and may not match the covers of the actual item,750grams, ISBN:9780470482353.…

Zustand: As New. Unread book in perfect condition.

Zustand: New. pp. xx + 394 Illus.

Zustand: New. In English.

Hardcover. Zustand: Brand New. 1st edition. 394 pages. 9.25x6.25x1.00 inches. In Stock.

Zustand: New. * In this book, authors Rachev, Kim, Bianchi, and Fabozzi present readers with the notions of risk and their corresponding performance measures. Series: Frank J. Fabozzi Series. Num Pages: 394 pages, Illustrations. BIC Classification: KFF; PBT. Category: (P) Professional & Vocational. Dimension: 231 x 161 x 28. Weight in Grams: 730. . 2011. 1st Edition. Hardcover. . . . . Books ship from the US and Ireland. …

TAPA DURA. Zustand: New.

Gebunden. Zustand: New. SVETLOZAR T. RACHEV is Chair-Professor in Statistics, Econometrics, and Mathematical Finance at the Karlsruhe Institute of Technology (KIT) in the School of Economics and Business Engineering Professor Emeritus at the University of California, Santa Barbar.

Buch. Zustand: Neu. Neuware - An in-depth guide to understanding probability distributions and financial modeling for the purposes of investment managementIn Financial Models with Lévy Processes and Volatility Clustering, the expert author team provides a framework to model the behavior of stock returns in both a univariate and a multivariate setting, providing you with practical applications to option pricing and portfolio management. They also explain the reasons for working with non-normal distribution in financial modeling and the best methodologies for employing it.The book's framework includes the basics of probability distributions and explains the alpha-stable distribution and the tempered stable distribution. The authors also explore discrete time option pricing models, beginning with the classical normal model with volatility clustering to more recent models that consider both volatility clustering and heavy tails.\* Reviews the basics of probability distributions\* Analyzes a continuous time option pricing model (the so-called exponential Lévy model)\* Defines a discrete time model with volatility clustering and how to price options using Monte Carlo methods\* Studies two multivariate settings that are suitable to explain joint extreme eventsFinancial Models with Lévy Processes and Volatility Clustering is a thorough guide to classical probability distribution methods and brand new methodologies for financial modeling.…