Financial Modeling Under Non-Gaussian Distributions by Eric Jondeau

By Eric Jondeau

This ebook examines non-Gaussian distributions. It addresses the motives and effects of non-normality and time dependency in either asset returns and alternative costs. The publication is written for non-mathematicians who are looking to version monetary industry costs so the emphasis all through is on perform. There are considerable empirical illustrations of the versions and methods defined, a lot of that may be both utilized to different monetary time series.

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