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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
ISBN-10:
0471718866
Udg. Dato:
26 aug 2005
Størrelse i cm:
16,7 x 24,1 x 2,9
Oplagsdato:
26 aug 2005

Fat-Tailed and Skewed Asset Return Distributions

- Implications for Risk Management, Portfolio Selection, and Option Pricing
Engelsk
Hardback 2005
Format:

Bog beskrivelse
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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Specifikationer
Sprog:
Engelsk
Sider:
384
ISBN-13:
9780471718864
Indbinding:
Hardback
ISBN-10:
0471718866
Udg. Dato:
26 aug 2005
Størrelse i cm:
16,7 x 24,1 x 2,9
Oplagsdato:
26 aug 2005
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