Financial Modeling Under Non-Gaussian Distributions

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Main Author: Jondeau, Eric
Other Authors: Poon, Ser-Huang, Rockinger, Michael
Format: Book
Language:English
Published: London Springer-Verlag 2010
Series:Springer Finance
Subjects:
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
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Physical Description:541 s.
ISBN:978-1-84996-599-6
978-1-84628-696-4

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