Financial modeling under non-Gaussian distributions
Year of publication: |
2007
|
---|---|
Authors: | Jondeau, Eric ; Poon, Ser-Huang ; Rockinger, Michael |
Publisher: |
London : Springer |
Subject: | Finance | Mathematical models | Distribution (Probability theory) | Finanzmathematik | Nichtgaußscher Prozess | Wahrscheinlichkeitsverteilung | Kreditmarkt | Mathematisches Modell |
Description of contents: | Table of Contents [digitool.hbz-nrw.de] |
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Foundations and applications of the time value of money
Peterson Drake, Pamela, (2009)
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Quantitative risk management : concepts, techniques and tools
McNeil, Alexander J., (2005)
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Koop, Gary, (2006)
- More ...
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Financial modeling under non-Gaussian distributions
Jondeau, Eric, (2007)
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Jondeau, Eric, (2003)
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Modelling extreme-value dependence in international stock markets.
Poon, Ser-Huang, (2003)
- More ...