An in-depth guide to understanding probability distributions and financial modeling for the purposes of investment management In Financial Models with L???vy Processes and Volatility Clustering , the expert author team provides a framework to model the behavior of stock returns in both a univariate and a multivariate setting, providing you with practical applications to option pricing and portfolio management. They also explain the reasons for working with non-normal distribution in financial modeling and the best ...
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An in-depth guide to understanding probability distributions and financial modeling for the purposes of investment management In Financial Models with L???vy Processes and Volatility Clustering , the expert author team provides a framework to model the behavior of stock returns in both a univariate and a multivariate setting, providing you with practical applications to option pricing and portfolio management. They also explain the reasons for working with non-normal distribution in financial modeling and the best methodologies for employing it. The book's framework includes the basics of probability distributions and explains the alpha-stable distribution and the tempered stable distribution. The authors also explore discrete time option pricing models, beginning with the classical normal model with volatility clustering to more recent models that consider both volatility clustering and heavy tails. Reviews the basics of probability distributions Analyzes a continuous time option pricing model (the so-called exponential L???vy model) Defines a discrete time model with volatility clustering and how to price options using Monte Carlo methods Studies two multivariate settings that are suitable to explain joint extreme events Financial Models with L???vy Processes and Volatility Clustering is a thorough guide to classical probability distribution methods and brand new methodologies for financial modeling.
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Add this copy of Financial Models With Levy Processes and Volatility to cart. $63.40, good condition, Sold by ThriftBooks-Dallas rated 5.0 out of 5 stars, ships from Dallas, TX, UNITED STATES, published 2011 by Wiley.
Add this copy of Financial Models with Levy Processes and Volatility to cart. $77.83, new condition, Sold by GreatBookPrices rated 4.0 out of 5 stars, ships from Columbia, MD, UNITED STATES, published 2011 by Wiley.
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New. Sewn binding. Cloth over boards. With dust jacket. 416 p. Contains: Unspecified, Tables, black & white, Figures. Frank J. Fabozzi, 187. In Stock. 100% Money Back Guarantee. Brand New, Perfect Condition, allow 4-14 business days for standard shipping. To Alaska, Hawaii, U.S. protectorate, P.O. box, and APO/FPO addresses allow 4-28 business days for Standard shipping. No expedited shipping. All orders placed with expedited shipping will be cancelled. Over 3, 000, 000 happy customers.
Add this copy of Financial Models with Levy Processes and Volatility to cart. $77.84, new condition, Sold by Ingram Customer Returns Center rated 5.0 out of 5 stars, ships from NV, USA, published 2011 by Wiley.
Add this copy of Financial Models with Levy Processes and Volatility to cart. $84.62, like new condition, Sold by GreatBookPrices rated 4.0 out of 5 stars, ships from Columbia, MD, UNITED STATES, published 2011 by Wiley.
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Fine. Sewn binding. Cloth over boards. With dust jacket. 416 p. Contains: Unspecified, Tables, black & white, Figures. Frank J. Fabozzi, 187. In Stock. 100% Money Back Guarantee. Brand New, Perfect Condition, allow 4-14 business days for standard shipping. To Alaska, Hawaii, U.S. protectorate, P.O. box, and APO/FPO addresses allow 4-28 business days for Standard shipping. No expedited shipping. All orders placed with expedited shipping will be cancelled. Over 3, 000, 000 happy customers.
Add this copy of Financial Models With Levy Processes and Volatility to cart. $84.63, fair condition, Sold by Anybook rated 5.0 out of 5 stars, ships from Lincoln, UNITED KINGDOM, published 2011 by Wiley.
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This is an ex-library book and may have the usual library/used-book markings inside. This book has hardback covers. In fair condition, suitable as a study copy. No dust jacket. Please note the Image in this listing is a stock photo and may not match the covers of the actual item, 750grams, ISBN: 9780470482353.
