Stable Paretian Models in Finance by Svetlozar T. Rachev
Stable Paretian Models in Finance

Stable Paretian Models in Finance

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About the Book

Zum erfolgreichen Portfolio-Management greifen Anlageberater auf spezielle Investment-Techniken und Modelle wie beispielsweise die Asset-Pricing-Theorie zurück, die auf der Annahme beruht, daß die Einkünfte nicht normalverteilt sind. Die Theorie wird in diesem Buch umfassend behandelt und allgemeineren Modellen gegenübergestellt; alle wichtigen Formeln werden verständlich hergeleitet. Beschrieben werden auch Schätzverfahren und empirische Anwendungen. (07/99)
About the Author: Svetlozar Rachev is Chair-Professor in the School of Economics and Business Engineering at the University of Karlsruhe, and Professor Statistics and Economics at the University of California, Santa Barbara. He has published five monographs and more than 200 research articles. His research areas include mathematical and empirical finance, econometrics, probability, and statistics. He is a Fellow of the Institute of Mathematical Statistics, Elected Member of the International Statistical Institute, Foreign Member of the Russian Academy of Natural Sciences, and holds an honorary doctorate degree from ST. Petersburg Technical University.
Stefan Mittnik is Professor of Statistics and Empirical Economics at the University of Kiel and Director of the Institute of Statistics Econometrics. His academic and consulting work covers the areas of empirical finance, forecasting financial risk, portfolio management, computational finance, econometrics, and time series analysis.


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Product Details
  • ISBN-13: 9780471953142
  • Publisher: John Wiley and Sons Ltd
  • Binding: Hardback
  • Language: English
  • Returnable: Y
  • Spine Width: 58 mm
  • Width: 157 mm
  • ISBN-10: 0471953148
  • Publisher Date: 25 Apr 2000
  • Height: 236 mm
  • No of Pages: 896
  • Series Title: Financial Economics and Quantitative Analysis
  • Weight: 1364 gr


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