1. Financial Modeling Under Non-Gaussian Distributions
Title | Financial Modeling Under Non-Gaussian Distributions |
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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 |