Skip to main content

Save up to 20% on Elsevier print and eBooks with free shipping. No promo code needed.

Save up to 20% on print and eBooks.

Handbook of Heavy Tailed Distributions in Finance

Handbooks in Finance, Book 1

1st Edition, Volume 1 - March 1, 2003

Editor: S.T Rachev

Language: English
Hardback ISBN:
9 7 8 - 0 - 4 4 4 - 5 0 8 9 6 - 6
eBook ISBN:
9 7 8 - 0 - 0 8 - 0 5 5 7 7 3 - 1

The Handbooks in Finance are intended to be a definitive source for comprehensive and accessible information in the field of finance. Each individual volume in the series should… Read more

Handbook of Heavy Tailed Distributions in Finance

Purchase options

LIMITED OFFER

Save 50% on book bundles

Immediately download your ebook while waiting for your print delivery. No promo code is needed.

The Handbooks in Finance are intended to be a definitive source for comprehensive and accessible information in the field of finance. Each individual volume in the series should present an accurate self-contained survey of a sub-field of finance, suitable for use by finance and economics professors and lecturers, professional researchers, graduate students and as a teaching supplement. The goal is to have a broad group of outstanding volumes in various areas of finance. The Handbook of Heavy Tailed Distributions in Finance is the first handbook to be published in this series.



This volume presents current research focusing on heavy tailed distributions in finance. The contributions cover methodological issues, i.e., probabilistic, statistical and econometric modelling under non- Gaussian assumptions, as well as the applications of the stable and other non -Gaussian models in finance and risk management.