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Stable Paretian Models In Finance: 14.0%OFF

Stable Paretian Models In Finance:

by Svetlozar Rachev and Other

  • ISBN

    :  

    9780471953142

  • Publisher

    :  

    Wiley

  • Subject

    :  

    Business & Management

  • Binding

    :  

    Hardcover

₹

15354.0

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13204.0

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  • Description

    The authors reconsider the problem of parametrically specifying distribution suitable for asset-return models. They describe alternative distributions, showing how they can be estimated and applied to stock-index and exchange-rate data. The implications for options pricing are also investigated.

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