Fat-Tailed and Skewed Asset Return Distributions: Implications for Risk Management, Portfolio Selection, and Option Pricing - Frank J. Fabozzi Series - Rachev, Svetlozar T. (University of California, Santa Barbara) - Livros - John Wiley & Sons Inc - 9780471718864 - 26 de agosto de 2005
Caso a capa e o título não sejam correspondentes, considere o título como correto

Fat-Tailed and Skewed Asset Return Distributions: Implications for Risk Management, Portfolio Selection, and Option Pricing - Frank J. Fabozzi Series

Rachev, Svetlozar T. (University of California, Santa Barbara)

Preço
NZD 135
excluindo impostos

Item sob encomenda (no estoque do fornecedor)

Espera-se estar pronto para envio 14 - 21 de ago
Adicione à sua lista de desejos do iMusic

Fat-Tailed and Skewed Asset Return Distributions: Implications for Risk Management, Portfolio Selection, and Option Pricing - Frank J. Fabozzi Series

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.


369 pages, Illustrations

Mídia Livros     Hardcover Book   (Livro com lombada e capa dura)
Lançado 26 de agosto de 2005
ISBN13 9780471718864
Editoras John Wiley & Sons Inc
Páginas 384
Dimensões 241 × 167 × 29 mm   ·   680 g
Idioma English  

Mostrar tudo

Mais por Rachev, Svetlozar T. (University of California, Santa Barbara)