Isbn: 9780471718864 - fat-tailed and skewed asset return distributions: implications for risk management, portfolio selection, and option pricing (30 risultati)

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gebundene Ausgabe. Condizione: Gut. 369 Seiten Das hier angebotene Buch stammt aus einer teilaufgelösten Bibliothek und kann die entsprechenden Kennzeichnungen aufweisen (Rückenschild, Instituts-Stempel.); der Buchzustand ist ansonsten ordentlich und dem Alter entsprechend gut. In ENGLISCHER Sprache. Sprache: Englisch Gewicht in Gramm: 590.…

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Hardback. Condizione: New. While mainstream financial theories and applications assume that asset returns are normally distributed, overwhelming empirical evidence shows otherwise. Yet many professionals don't appreciate the highly statistical models that take this empirical evidence into consideration. Fat-Tailed and Skewed Asset Return Distributions examines this dilemma and offers readers a less technical look at how portfolio selection, risk management, and option pricing modeling should and can be undertaken when the assumption of a non-normal distribution for asset returns is violated. Topics covered in this comprehensive book include an extensive discussion of probability distributions, estimating probability distributions, portfolio selection, alternative risk measures, and much more. Fat-Tailed and Skewed Asset Return Distributions provides a bridge between the highly technical theory of statistical distributional analysis, stochastic processes, and econometrics of financial returns and real-world risk management and investments.…

Condizione: New. pp. xiii + 369 Illus.

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Condizione: New. A bridge between the highly technical theory of the statistical distribution of asset returns and real-world applications for portfolio and risk management While mainstream theories and concepts assume that asset returns are normally distributed, empirical evidence shows otherwise. Series: Frank J. Fabozzi Series. Num Pages: 369 pages, Illustrations. BIC Classification: KFFM. Category: (P) Professional & Vocational. Dimension: 167 x 241 x 29. Weight in Grams: 722. . 2005. 1st Edition. Hardcover. . . . . …

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Hardcover. Condizione: Brand New. 369 pages. 9.25x6.25x1.25 inches. In Stock.

Condizione: New. A bridge between the highly technical theory of the statistical distribution of asset returns and real-world applications for portfolio and risk management While mainstream theories and concepts assume that asset returns are normally distributed, empirical evidence shows otherwise. Series: Frank J. Fabozzi Series. Num Pages: 369 pages, Illustrations. BIC Classification: KFFM. Category: (P) Professional & Vocational. Dimension: 167 x 241 x 29. Weight in Grams: 722. . 2005. 1st Edition. Hardcover. . . . . Books ship from the US and Ireland. …

Condizione: Sehr gut. Zustand: Sehr gut | Seiten: 384 | Sprache: Englisch | Produktart: Bücher | Fat-Tailed and Skewed Asset Return Distributions While mainstream financial theories and applications assume that asset returns are normally distributed, the overwhelming empirical evidence shows otherwise. Yet many professionals fail to appreciate the highly statistical models that take this empirical evidence into consideration. Svetlozar Rachev, Christian Menn, and Frank Fabozzi understand this dilemma, and in Fat-Tailed and Skewed Asset Return Distributions, they offer you a less technical look at how portfolio selection, risk management, and option pricing modeling should and can be undertaken when the assumption of a non-normal distribution for asset returns is violated. Topics covered in this comprehensive book include: An extensive discussion of probability distributions used in finance Estimating probability distributions The basics of stochastic processes Portfolio selection and alternative risk measures Market, credit, and operational risk measurement Black-Scholes option pricing model and its extensions when the model's assumptions are modified to meet the empirical distributional evidence and tests And much more Fat-Tailed and Skewed Asset Return Distributions provides a bridge between the highly technical theory of statistical distributional analysis, stochastic processes, and econometrics of financial returns and real-world risk management and investments.…

Hardcover. Condizione: Sehr gut. dieselbe ISBN anderes Cover, kleine Lagerspuren am Buch, Inhalt einwandfrei und ungelesen Sprache: Englisch Gewicht in Gramm: 615.

Gebunden. Condizione: New. SVETLOZAR T. RACHEV, PhD, DR. SCI, is currently Chair-Professor at the University of Karlsruhe in the School of Economics and Business Engineering and Professor Emeritus at the University of California. He is also the founder of Bravo Risk Management Group .

Hardback. Condizione: New. While mainstream financial theories and applications assume that asset returns are normally distributed, overwhelming empirical evidence shows otherwise. Yet many professionals don't appreciate the highly statistical models that take this empirical evidence into consideration. Fat-Tailed and Skewed Asset Return Distributions examines this dilemma and offers readers a less technical look at how portfolio selection, risk management, and option pricing modeling should and can be undertaken when the assumption of a non-normal distribution for asset returns is violated. Topics covered in this comprehensive book include an extensive discussion of probability distributions, estimating probability distributions, portfolio selection, alternative risk measures, and much more. Fat-Tailed and Skewed Asset Return Distributions provides a bridge between the highly technical theory of statistical distributional analysis, stochastic processes, and econometrics of financial returns and real-world risk management and investments.…

Hardcover. Condizione: Brand New. 369 pages. 9.25x6.25x1.25 inches. In Stock. This item is printed on demand.

Hardback. Condizione: New. This item is printed on demand. New copy - Usually dispatched within 5-9 working days 610.

Hardcover. Condizione: new. Hardcover. While mainstream financial theories and applications assume that asset returns are normally distributed, overwhelming empirical evidence shows otherwise. Yet many professionals dont appreciate the highly statistical models that take this empirical evidence into consideration. Fat-Tailed and Skewed Asset Return Distributions examines this dilemma and offers readers a less technical look at how portfolio selection, risk management, and option pricing modeling should and can be undertaken when the assumption of a non-normal distribution for asset returns is violated. Topics covered in this comprehensive book include an extensive discussion of probability distributions, estimating probability distributions, portfolio selection, alternative risk measures, and much more. Fat-Tailed and Skewed Asset Return Distributions provides a bridge between the highly technical theory of statistical distributional analysis, stochastic processes, and econometrics of financial returns and real-world risk management and investments. A bridge between the highly technical theory of the statistical distribution of asset returns and real-world applications for portfolio and risk management While mainstream theories and concepts assume that asset returns are normally distributed, empirical evidence shows otherwise. This item is printed on demand. Shipping may be from our UK warehouse or from our Australian or US warehouses, depending on stock availability.…

Condizione: New. PRINT ON DEMAND pp. xiii + 369.