| 000 | 02398cam a2200481 i 4500 | ||
|---|---|---|---|
| 999 |
_c200437947 _d56159 |
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| 001 | 200437947 | ||
| 003 | TR-AnTOB | ||
| 005 | 20230915001307.0 | ||
| 006 | m o d | ||
| 007 | cr cnuaaaau | ||
| 008 | 100817s2011 nju go d eng d | ||
| 010 | _z2010033299 | ||
| 020 | _a9780470482353 (cloth) | ||
| 020 | _a9780470937167 (ebook) | ||
| 020 | _a9780470937266 (ebook) | ||
| 020 | _a9781118006702 (ebook) | ||
| 040 |
_aCaPaEBR _beng _erda _cCaPaEBR _dTR-AnTOB |
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| 041 | 0 | _aeng | |
| 050 | 1 | 4 |
_aHG4637 _b.F56 2011 |
| 090 |
_aHG4637 _b.F56 2011EBK |
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| 245 | 0 | 0 |
_aFinancial models with Lévy processes and volatility clustering / _cSvetlozar T. Rachev, Young Shin Kim, Michele Leonardo Bianchi [and] Frank J. Fabozzi , |
| 264 | 1 |
_aHoboken, NJ : _bWiley, _c2011. |
|
| 264 | 4 | _c©2011 | |
| 300 | _a1 online resource (xx, 394 pages) | ||
| 336 |
_atext _btxt _2rdacontent |
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| 337 |
_acomputer _bn _2rdamedia |
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| 338 |
_aonline resource _bnc _2rdacarrier |
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| 490 | 0 | _aThe Frank J. Fabozzi series | |
| 504 | _aIncludes bibliography at the end of all the chapters and includes index at the very end of the book. | ||
| 505 | 0 | _aChapter 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 | |
| 650 | 0 |
_aCapital assets pricing model _922341 |
|
| 650 | 0 |
_aLévy processes _921106 |
|
| 650 | 0 |
_aFinance _xMathematical models _94846 |
|
| 650 | 0 |
_aProbabilities _9818 |
|
| 655 | 0 |
_aElectronic books _92032 |
|
| 700 | 1 |
_aRachev, S. T. _q(Svetlozar Todorov) _eauthor _9128127 |
|
| 700 |
_aKim, Young Shin _eauthor _9127338 |
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| 700 | 1 |
_aBianchi, Michele Leonardo _eauthor _9127339 |
|
| 700 | 1 |
_aFabozzi, Frank J. _eauthor _9127340 |
|
| 856 | 4 | 0 |
_uhttps://search.ebscohost.com/login.aspx?direct=true&db=nlebk&AN=356217 _zOnline access link to the resource |
| 942 |
_2lcc _cEBK |
||