Financial modeling under non-Gaussian distributions
Eric Jondeau; Ser-Huang Poon and Michael Rockinger
| Year of publication: |
2007
|
|---|---|
| Authors: | Jondeau, Eric ; Poon, Ser-Huang ; Rockinger, Michael |
| Publisher: |
London [u.a.] : Springer |
| Subject: | Finanzmarkt | Financial market | Optionspreistheorie | Option pricing theory | Finanzmathematik | Mathematical finance | Zeitreihenanalyse | Time series analysis | Ökonometrisches Modell | Econometric model | Kreditmarkt | Mathematisches Modell | Nichtgaußscher Prozess | Wahrscheinlichkeitsverteilung |
| Description of contents: | Table of Contents [swbplus.bsz-bw.de] ; Description [swbplus.bsz-bw.de] ; Description [zbmath.org] ; Description [deposit.dnb.de] ; Description [loc.gov] |
| Extent: | XVIII, 541 S. graph. Darst. |
|---|---|
| Series: | |
| Type of publication: | Book / Working Paper |
| Language: | English |
| Notes: | Literaturverz. S. [507] - 533 |
| ISBN: | 1-84628-419-8 ; 978-1-84628-419-9 |
| Classification: | Methoden und Techniken der Betriebswirtschaft ; Geld, Inflation, Kapitalmarkt |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003284155