Hardback (25 Apr 2000)
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The authors reconsider the problem of parametrically specifying distribution suitable for asset-return models. They describe alternative distributions, showing how they can be estimated and applied to stock-index and exchange-rate data. The implications for options pricing are also investigated.
| ISBN: | 9780471953142 |
| Publisher: | Wiley |
| Imprint: | John Wiley & Sons, Inc. |
| Pub date: | 25 Apr 2000 |
| DEWEY: | 332.015118 |
| DEWEY edition: | 21 |
| Language: | English |
| Number of pages: | 855 |
| Weight: | 1332g |
| Height: | 234mm |
| Width: | 163mm |
| Spine width: | 51mm |
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