Image from Google Jackets

Financial models with Lévy processes and volatility clustering / Svetlozar T. Rachev, Young Shin Kim, Michele Leonardo Bianchi [and] Frank J. Fabozzi ,

Contributor(s): Material type: TextTextLanguage: İngilizce Series: The Frank J. Fabozzi seriesPublisher: Hoboken, NJ : Wiley, 2011Copyright date: ©2011Description: 1 online resource (xx, 394 pages)Content type:
  • text
Media type:
  • computer
Carrier type:
  • online resource
ISBN:
  • 9780470482353 (cloth)
  • 9780470937167 (ebook)
  • 9780470937266 (ebook)
  • 9781118006702 (ebook)
Subject(s): Genre/Form: LOC classification:
  • HG4637 .F56 2011
Online resources:
Contents:
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
Tags from this library: No tags from this library for this title. Log in to add tags.
Star ratings
    Average rating: 0.0 (0 votes)
Holdings
Item type Current library Home library Collection Call number Status Notes Date due Barcode
E-Book E-Book Merkez Kütüphane Merkez Kütüphane E-Kitap Koleksiyonu HG4637 .F56 2011EBK (Browse shelf(Opens below)) Geçerli değil-e-Kitap / Not applicable-e-Book İŞL EBK01090

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

There are no comments on this title.

to post a comment.
Devinim Yazılım Eğitim Danışmanlık tarafından Koha'nın orjinal sürümü uyarlanarak geliştirilip kurulmuştur.