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Handbook of heavy tailed distributio...

Rachev, S. T.

Handbook of heavy tailed distributions in finance

紀錄類型:	書目-語言資料,印刷品 : 單行本
其他作者:	RachevS. T.,
其他團體作者:	ScienceDirect (Online service)
出版地:	Amsterdam :
出版者:	Elsevier;
出版年:	2003.
面頁冊數:	xxiv, 680 p.ill. : 24 cm.;
集叢名:	Handbooks in financebk. 1
標題:	Finance - Statistical methods. -
標題:	Electronic books. -
標題:	Financieel management. -
標題:	Statistische methoden. -
電子資源:	http://www.loc.gov/catdir/enhancements/fy0615/2003271848-d.html
電子資源:	http://www.loc.gov/catdir/enhancements/fy0615/2003271848-d.html
電子資源:	http://www.loc.gov/catdir/enhancements/fy0615/2003271848-d.html
附註:	Electronic reproduction. Amsterdam : Elsevier Science & Technology, 2008.
摘要註:	The Handbooks in Finance are intended to be a definitive source for comprehensive and accessible information in the field of finance. Each individual volume in the series should present an accurate self-contained survey of a sub-field of finance, suitable for use by finance and economics professors and lecturers, professional researchers, graduate students and as a teaching supplement. The goal is to have a broad group of outstanding volumes in various areas of finance. The Handbook of Heavy Tailed Distributions in Finance is the first handbook to be published in this series. This volume presents current research focusing on heavy tailed distributions in finance. The contributions cover methodological issues, i.e., probabilistic, statistical and econometric modelling under non- Gaussian assumptions, as well as the applications of the stable and other non -Gaussian models in finance and risk management.
ISBN:	0444508961

Handbook of heavy tailed distributions in finance
Handbook of heavy tailed distributions in finance / edited by Svetlozar T. Rachev. - Amsterdam : : Elsevier, 2003.. - xxiv, 680 p. ; ill. ; 24 cm.. - (Handbooks in finance ; bk. 1).
Electronic reproduction. Amsterdam : Elsevier Science & Technology, 2008..
Includes bibliographical references and indexes..
ISBN 0444508961ISBN 9780444508966
Finance Electronic books.Financieel management.Statistische methoden. -- Statistical methods.

Rachev, S. T.

Handbook of heavy tailed distributions in finance
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320 $a Includes bibliographical references and indexes.
330 0 $a The Handbooks in Finance are intended to be a definitive source for comprehensive and accessible information in the field of finance. Each individual volume in the series should present an accurate self-contained survey of a sub-field of finance, suitable for use by finance and economics professors and lecturers, professional researchers, graduate students and as a teaching supplement. The goal is to have a broad group of outstanding volumes in various areas of finance. The Handbook of Heavy Tailed Distributions in Finance is the first handbook to be published in this series. This volume presents current research focusing on heavy tailed distributions in finance. The contributions cover methodological issues, i.e., probabilistic, statistical and econometric modelling under non- Gaussian assumptions, as well as the applications of the stable and other non -Gaussian models in finance and risk management.
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856 7 $u http://www.loc.gov/catdir/enhancements/fy0615/2003271848-t.html

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