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Financial Modeling Under Non-Gaussian Distributions
Title Financial Modeling Under Non-Gaussian Distributions Author info Eric Jondeau, Ser-Huang Poon, Michael Rockinger Author Jondeau Eric Co-authors Poon Ser-Huang Rockinger Michael Issue data London : Springer-Verlag , 2010. - 541 s. Edition Springer Finance , 1616-0533 ISBN 978-1-84996-599-6 , 978-1-84628-696-4 (e-ISBN) Document kind textbooks Language English Country of Edition Great Britain systematics 519.86 - Teória ekonomicko-matematických modelov Keywords modelovanie finančné * trh finančný * rady časové * dáta * modelovanie ekonometrické * volatilita * model GARCH * modely asymetrické * korelácia * risk management * metóda Value at Risk * portfólio * ceny * modely stochastické Database BOOKS Copy count 2, currently available 0, at library only 1 Call number 907233, 907966
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Call number Location Sublocation Info 907233 SEK Sklad knižničného fondu borrowed 907966 SEK Všeobecná študovňa In-Library Use Only
Number of the records: 1