Financial Modeling Under Non-Gaussian Distributions

Financial Modeling Under Non-Gaussian Distributions
Author :
Publisher : Springer Science & Business Media
Total Pages : 541
Release :
ISBN-10 : 9781846286964
ISBN-13 : 1846286964
Rating : 4/5 (964 Downloads)

Book Synopsis Financial Modeling Under Non-Gaussian Distributions by : Eric Jondeau

Download or read book Financial Modeling Under Non-Gaussian Distributions written by Eric Jondeau and published by Springer Science & Business Media. This book was released on 2007-04-05 with total page 541 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book examines non-Gaussian distributions. It addresses the causes and consequences of non-normality and time dependency in both asset returns and option prices. The book is written for non-mathematicians who want to model financial market prices so the emphasis throughout is on practice. There are abundant empirical illustrations of the models and techniques described, many of which could be equally applied to other financial time series.


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