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Can I read Financial models with Lévy processes and volatility clustering on EtoBox?
Financial models with Lévy processes and volatility clustering by SVETLOZAR T.RACHEV, Rachev, Svetlozar T., Kim, Young Shin, Bianchi, Michele L., Fabozzi, Frank J., Svetlozar T. Rachev ... [et al.], Svetlozar Todorov Rachev, Svetlozar T Račev, S. T Rachev is a business book available to read on EtoBox.
What is Financial models with Lévy processes and volatility clustering about?
An in-depth guide to understanding probability distributions and financial modeling for the purposes of investment management <p>In <i>Financial Models with Lévy Processes and Volatility Clustering</i>, the expert author team provides a framework to model the behavior of stock returns in both a univariate and a multivariate setting, providing you with practical applications to option pricing and portfolio management. They also explain the reasons for working with non-normal distribution in finan
Who reads Financial models with Lévy processes and volatility clustering?
It is typically read by working professionals who need an authoritative practice reference.
Common subject areas: medicine, law, business, engineering.
- Author
- SVETLOZAR T.RACHEV, Rachev, Svetlozar T., Kim, Young Shin, Bianchi, Michele L., Fabozzi, Frank J., Svetlozar T. Rachev ... [et al.], Svetlozar Todorov Rachev, Svetlozar T Račev, S. T Rachev
- Publisher
- John Wiley & Sons, Incorporated
- Published
- 2010
- Language
- EN
- ISBN
- 9781283025645
- Category
- business
- Subjects
- Finance, Economics, Business
- Updated
- 2026-03-24
More by SVETLOZAR T.RACHEV, Rachev, Svetlozar T., Kim, Young Shin, Bianchi, Michele L., Fabozzi, Frank J., Svetlozar T. Rachev ... [et al.], Svetlozar Todorov Rachev, Svetlozar T Račev, S. T Rachev
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