Stable paretian models in finance
Svetlozar Rachev and Stefan Mittnik
| Year of publication: |
2000
|
|---|---|
| Authors: | Račev, Svetlozar T. ; Mittnik, Stefan |
| Publisher: |
Chichester : Wiley |
| Subject: | CAPM | Optionspreistheorie | Option pricing theory | ARCH-Modell | ARCH model | Arbitrage Pricing | Arbitrage pricing | Theorie | Theory | ARMA-Modell | ARMA model | Ökonometrisches Modell | Finanztheorie | Stabiler Prozess | Pareto-Verteilung | Finanzmathematik | Capital-Asset-Pricing-Modell | Cap <Finanzinstrument> | Ökonometrie |
| Description of contents: | Table of Contents [bvbr.bib-bvb.de] ; Description [swbplus.bsz-bw.de] ; Description [bvbr.bib-bvb.de] ; Description [zbmath.org] |
| Extent: | XVIII, 855 S graph. Darst |
|---|---|
| Series: | |
| Type of publication: | Book / Working Paper |
| Language: | English |
| ISBN: | 0-471-95314-8 |
| Classification: | Methoden und Techniken der Volkswirtschaft ; Investition, Finanzierung |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001354951