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Barnes and Noble

Financial Models with Levy Processes and Volatility Clustering / Edition 1

Current price: $110.00
Financial Models with Levy Processes and Volatility Clustering / Edition 1
Financial Models with Levy Processes and Volatility Clustering / Edition 1

Barnes and Noble

Financial Models with Levy Processes and Volatility Clustering / Edition 1

Current price: $110.00
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In , 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. is a thorough guide to classical probability distribution methods and brand new methodologies for financial modeling.

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Barnes & Noble does business -- big business -- by the book. As the #1 bookseller in the US, it operates about 720 Barnes & Noble superstores (selling books, music, movies, and gifts) throughout all 50 US states and Washington, DC. The stores are typically 10,000 to 60,000 sq. ft. and stock between 60,000 and 200,000 book titles. Many of its locations contain Starbucks cafes, as well as music departments that carry more than 30,000 titles.

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