Financial Modeling Under Non-Gaussian Distributions
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| Autore principale: | |
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| Altri autori: | , |
| Natura: | Libro |
| Lingua: | inglese |
| Pubblicazione: |
London
Springer-Verlag
2010
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| Serie: | Springer Finance
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| Soggetti: | |
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| LEADER | 00000nam a2200000 4500 | ||
|---|---|---|---|
| 001 | 0257314 | ||
| 005 | 20240226124553.0 | ||
| 020 | |a 978-1-84996-599-6 | ||
| 020 | |a 978-1-84628-696-4 | ||
| 041 | 0 | |a eng | |
| 044 | |a GB | ||
| 245 | 1 | 0 | |a Financial Modeling Under Non-Gaussian Distributions |c Eric Jondeau, Ser-Huang Poon, Michael Rockinger |
| 264 | 1 | |a London |b Springer-Verlag |c 2010 | |
| 300 | |a 541 s. | ||
| 490 | 1 | |a Springer Finance | |
| 830 | 0 | |a Springer Finance | |
| 610 | 2 | 0 | |a modelovanie finančné |
| 610 | 2 | 0 | |a trh finančný |
| 610 | 2 | 0 | |a rady časové |
| 610 | 2 | 0 | |a dáta |
| 610 | 2 | 0 | |a modelovanie ekonometrické |
| 610 | 2 | 0 | |a volatilita |
| 610 | 2 | 0 | |a model GARCH |
| 610 | 2 | 0 | |a modely asymetrické |
| 610 | 2 | 0 | |a korelácia |
| 610 | 2 | 0 | |a risk management |
| 610 | 2 | 0 | |a metóda Value at Risk |
| 610 | 2 | 0 | |a portfólio |
| 610 | 2 | 0 | |a ceny |
| 610 | 2 | 0 | |a modely stochastické |
| 100 | 1 | |a Jondeau, Eric | |
| 700 | 1 | |a Poon, Ser-Huang | |
| 700 | 1 | |a Rockinger, Michael | |