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Financial Modeling Under Non-Gaussian Distributions by Eric Jondeau, Michael Rockinger, Ser-Huang Poon

Financial Modeling Under Non-Gaussian Distributions Eric Jondeau, Michael Rockinger, Ser-Huang Poon ebook
Page: 548
Format: pdf
ISBN: 1846284198, 9781846284199
Publisher: Springer

Financial Modeling Under Non-Gaussian Distributions (Springer Finance) . Financial Modeling Under Non-Gaussian Distributions Practitioners and researchers who have handled financial market data know that asset returns do not behave according to the bell-shaped curve, associated with the. The general nature of these problems is discussed under Mathematical finance, while specific techniques are listed under Outline of finance: Mathematical tools; see also Financial models with long-tailed distributions and volatility clustering. Distribution Theory for Tests . Financial Modeling Under Non-Gaussian Distributions (Springer Finance) Eric Jondeau, Ser-Huang Poon, Michael Rockinger Springer 2007 . Practitioners and researchers who have handled financial market data know that asset returns do not behave according to the bell-shaped curve, associated with the Gaussian or normal distribution. Saturday, 11 May 2013 at 11:42. Modellers are generally referred to as “quants” (quantitative analysts), and typically have Financial Modeling Under Non-Gaussian Distributions. As financial returns have non-Gaussian distributions with heavy tails, therefore PCA and FA are not suitable for modelling multivariate financial data, as both these second-order approaches are based on the assumption of Gaussianity [17]. 129 illus., Hardcover ISBN: 978-1-84628-419-9. Titles in the Wiley Finance series: A. Eric Jondeau, Ser-Huang Poon, Michael Rockinger (Springer Finance ) Financial Modeling Under Non-Gaussian Distributions [1st Edition . No hassle with Excel sheets, no financial modelling . Bank and Insurance Capital Management (Wiley Finance) by Frans De. Download Financial Modeling Under Non-Gaussian Distributions (Springer Finance) Faculty; Staff; Advisory Board; . This is an open access article distributed under the Creative Commons Attribution License, which permits unrestricted use, distribution, and reproduction in any medium, provided the original work is properly cited. Financial Modeling Under Non-Gaussian Distributions (Springer Finance) book download. Financial Modeling Under Non-Gaussian Distributions Series: Springer Finance Jondeau, Eric, Poon, Ser-Huang, Rockinger, Michael 2007, XVIII, 542 p. This site stores matlab codes accompanying the book Financial Modeling Under Non-Gaussian Distributions, a wonderful and easy to read book, which was used by my professor last semester, you can imagin .