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Fat-Tailed and Skewed Asset Return Distributions
- Implications for Risk Management, Portfolio Selection, and Option Pricing
Engelsk
Bogcover for Fat-Tailed and Skewed Asset Return Distributions af Svetlozar T. Rachev, Christian Menn, Frank J. Fabozzi, 9780471718864
Specifikationer
Sprog:
Engelsk
Sider:
384
ISBN-13:
9780471718864
Indbinding:
Hardback
Udgave:
ISBN-10:
0471718866
Kategori:
Udg. Dato:
26 aug 2005
Længde:
29mm
Bredde:
241mm
Højde:
167mm
Forlag:
John Wiley & Sons Inc
Oplagsdato:
26 aug 2005

Fat-Tailed and Skewed Asset Return Distributions

- Implications for Risk Management, Portfolio Selection, and Option Pricing
Engelsk
Hardback
Format:

Om denne bog
A bridge between the highly technical theory of the statistical distribution of asset returns and real-world applications for portfolio and risk management While mainstream theories and concepts assume that asset returns are normally distributed, empirical evidence shows otherwise.

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924,17 kr
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603 kr
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Specifikationer
Sprog:
Engelsk
Sider:
384
ISBN-13:
9780471718864
Indbinding:
Hardback
Udgave:
ISBN-10:
0471718866
Kategori:
Udg. Dato:
26 aug 2005
Længde:
29mm
Bredde:
241mm
Højde:
167mm
Forlag:
John Wiley & Sons Inc
Oplagsdato:
26 aug 2005
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