Stable Paretian Models in Finance
| Author | : Svetlozar T. Rachev |
| Publisher | : |
| Total Pages | : 886 |
| Release | : 2000-06-15 |
| ISBN-10 | : STANFORD:36105028667306 |
| ISBN-13 | : |
| Rating | : 4/5 ( Downloads) |
Book Synopsis Stable Paretian Models in Finance by : Svetlozar T. Rachev
Download or read book Stable Paretian Models in Finance written by Svetlozar T. Rachev and published by . This book was released on 2000-06-15 with total page 886 pages. Available in PDF, EPUB and Kindle. Book excerpt: This text is a comprehensive treatment of the Asset Pricing Theory, based on the assumption that returns are distributed non-normally. More general models are also considered and the corresponding formulae are derived, and it describes estimation techniques and presents empirical applications.