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Financial Modeling Under Non-Gaussian Distributions (Springer Finance)
Financial Modeling Under NonGaussian Distributions - Springer Finance
Author: Eric Jondeau, Ser-Huang Poon, Michael Rockinger
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. Indeed, the use of Gaussian models when the asset return distributions are not normal could lead to a wrong choice of portfolio, the underestimation of...  more »
ISBN-13: 9781846284199
ISBN-10: 1846284198
Publication Date: 10/17/2006
Pages: 542
Edition: 1
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Publisher: Springer
Book Type: Hardcover
Other Versions: Paperback
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