Fat-Tailed and Skewed Asset Return Distributions by Svetlozar... - 9780471718864
£50.19
Fat-Tailed and Skewed Asset Return DistributionsImplications for Risk Management, Portfolio Selection, and Option Pricing\nAuthor(s): Svetlozar T. Rachev, Christian Menn, Frank J. Fabozzi\nFormat: Hardback\nPublisher: John Wiley & Sons Inc, United States\nImprint: John Wiley & Sons Inc\nISBN-13: 9780471718864, 978-0471718864\nSynopsis\nWhile mainstream financial theories and applications assume that asset returns are normally distributed, overwhelming empirical evidence shows otherwise. Yet many professionals dont appreciate the highly statistical models that take this empirical evidence into consideration. Fat-Tailed and Skewed Asset Return Distributions examines this dilemma and offers readers a less technical look at how portfolio selection, risk management, and option pricing modeling should and can be undertaken when the assumption of a non-normal distribution for asset returns is violated. Topics covered in this comprehensive book include an extensive discussion of prob.
Fat-Tailed and Skewed Asset Return Distributions by Svetlozar... - 9780471718864
Fat-Tailed and Skewed Asset Return DistributionsImplications for Risk Management, Portfolio Selection, and Option Pricing\nAuthor(s): Svetlozar T. Rachev, Christian Menn, Frank J. Fabozzi\nFormat: Hardback\nPublisher: John Wiley & Sons Inc, United States\nImprint: John Wiley & Sons Inc\nISBN-13: 9780471718864, 978-0471718864\nSynopsis\nWhile mainstream financial theories and applications assume that asset returns are normally distributed, overwhelming empirical evidence shows otherwise. Yet many professionals dont appreciate the highly statistical models that take this empirical evidence into consideration. Fat-Tailed and Skewed Asset Return Distributions examines this dilemma and offers readers a less technical look at how portfolio selection, risk management, and option pricing modeling should and can be undertaken when the assumption of a non-normal distribution for asset returns is violated. Topics covered in this comprehensive book include an extensive discussion of prob.
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