Financial models with Lévy processes and volatility clustering / 
Svetlozar T. Rachev, Young Shin Kim, Michele Leonardo Bianchi [and] Frank J. Fabozzi , 
 - 1 online resource (xx, 394 pages) 
 - The Frank J. Fabozzi series .
<br/><br/>
<br/><br/>Chapter 1: Introduction -- Chapter 2: Probability Distributions -- Chapter 3: Stable and Tempered Stable Distributions -- Chapter 4: Stochastic Processes in Continuous Time -- Chapter 5: Conditional Expectation and Change of Measure -- Chapter 6: Exponential Lévy Models -- Chapter 7: Option Pricing in Exponential Lévy Models -- Chapter 8: Simulation -- Chapter 9: Multi-Tail t-Distribution -- Chapter 10: Non-Gaussian Portfolio Allocation -- Chapter 11: Normal GARCH Models -- Chapter 12: Smoothly Truncated Stable GARCH Models -- Chapter 13: Infinitely Divisible GARCH Models -- Chapter 14: Option Pricing with Monte Carlo Methods 
<br/><br/><label>ISBN: </label>9780470482353 (cloth) 9780470937167 (ebook) 9780470937266 (ebook) 9781118006702 (ebook) 
<br/><br/><label>LCCN: </label>
<br/><br/><label>Subjects--Topical Terms: </label><br/>Capital assets pricing model<br/>Lévy processes<br/>Finance--Mathematical models<br/>Probabilities
<br/><br/><label>Index Terms--Genre/Form: </label><br/>Electronic books
<br/><br/><label>LC Class. No.: </label>HG4637  / .F56 2011