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Condition: As New. Unread book in perfect condition.
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Paperback or Softback. Condition: New. Optimal Monetary Policy in an Estimated Dsge Model of the Euro Area with Cross-Country Heterogeneity. Book.
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Optimal Monetary Policy in an Estimated DSGE Model of the Euro Area with Cross-Country Heterogeneity
Seller: GreatBookPricesUK, Woodford Green, United Kingdom
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Condition: As New. Unread book in perfect condition.
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Optimal Monetary Policy in an Estimated DSGE Model of the Euro Area with Cross-Country Heterogeneity
Seller: GreatBookPricesUK, Woodford Green, United Kingdom
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Condition: New.
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Condition: New. KlappentextOptimal Monetary Policy in an Estimated DSGE Model of the Euro Area with Cross-Country Heterogeneity.
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Financial Modeling Under Non-Gaussian Distributions. Springer Finance.
Book 25 of 53: Springer FinanceSeller: books4less (Versandantiquariat Petra Gros GmbH & Co. KG), Welling, Germany
Seller rating 5 out of 5 stars
gebundene Ausgabe. Condition: Gut. 541 Seiten Der Erhaltungszustand des hier angebotenen Werks ist trotz seiner Bibliotheksnutzung sehr sauber und kann entsprechende Merkmale aufweisen (Rückenschild, Instituts-Stempel.). In ENGLISCHER Sprache. Sprache: Englisch Gewicht in Gramm: 910.
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Hardcover. Condition: Used; Very Good. **SHIPPED FROM UK** We believe you will be completely satisfied with our quick and reliable service. All orders are dispatched as swiftly as possible! Buy with confidence! Greener Books.
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Condition: Fair. This is an ex-library book and may have the usual library/used-book markings inside.This book has hardback covers. In fair condition, suitable as a study copy. No dust jacket. Please note the Image in this listing is a stock photo and may not match the covers of the actual item,950grams, ISBN:9781846284199.
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Hardcover. Condition: New. In shrink wrap. Looks like an interesting title!
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Financial Modeling Under Non-Gaussian Distributions (Springer Finance)
Book 25 of 53: Springer FinanceSeller: Ria Christie Collections, Uxbridge, United Kingdom
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Add to basketCondition: New. In English.
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Financial Modeling Under Non-Gaussian Distributions (Springer Finance)
Book 25 of 53: Springer FinanceSeller: Ria Christie Collections, Uxbridge, United Kingdom
Seller rating 5 out of 5 stars
£ 117.36
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Add to basketCondition: New. In English.
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Financial Modeling Under Non-gaussian Distributions
Book 25 of 53: Springer FinanceSeller: GreatBookPricesUK, Woodford Green, United Kingdom
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£ 116.46
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Condition: As New. Unread book in perfect condition.
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Financial Modeling Under Non-gaussian Distributions
Book 25 of 53: Springer FinanceSeller: GreatBookPricesUK, Woodford Green, United Kingdom
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Financial Modeling Under Non-Gaussian Distributions
Book 25 of 53: Springer FinanceLanguage: English
Published by Springer London Ltd, GB, 2010
ISBN 10: 1849965994 ISBN 13: 9781849965996
Seller: Rarewaves.com USA, London, LONDO, United Kingdom
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£ 154.80
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Add to basketPaperback. Condition: New. Softcover reprint of hardcover 1st ed. 2007.
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Taschenbuch. Condition: Sehr gut. Gebraucht - Sehr gut SG - leichte Beschädigungen oder Verschmutzungen, ungelesenes Mängelexemplar, gestempelt - Practitioners and researchers who have handled financial market data know that asset returns do not behave according to the bell-shaped curve, associated with the Gaussian or normal distribution. Indeed, the use of Gaussian models when the asset return distributions are not normal could lead to a wrong choice of portfolio, the underestimation of extreme losses or mispriced derivative products. Consequently, non-Gaussian models and models based on processes with jumps are gaining popularity among financial market practitioners.Non-Gaussian distributions are the key theme of this book which addresses the causes and consequences of non-normality and time dependency in both asset returns and option prices. One of the main aims is to bridge the gap between the theoretical developments and the practical implementations of what many users and researchers perceive as 'sophisticated' models or black boxes. The book is written for non-mathematicians who want to model financial market prices so the emphasis throughout is on practice. There are abundant empirical illustrations of the models and techniques described, many of which could be equally applied to other financial time series, such as exchange and interest rates. The authors have taken care to make the material accessible to anyone with a basic knowledge of statistics, calculus and probability, while at the same time preserving the mathematical rigor and complexity of the original models. This book will be an essential reference for practitioners in the finance industry, especially those responsible for managing portfolios and monitoring financial risk, but it will also be useful for mathematicians who want to know more about how their mathematical tools are applied in finance, and as a text for advanced courses in empirical finance; financial econometrics and financial derivatives This book examines non-Gaussian distributions. It addresses the causes and consequences of non-normality and time dependency in both asset returns and option prices. The book is written for non-mathematicians who want to model financial market prices so the emphasis throughout is on practice. There are abundant empirical illustrations of the models and techniques described, many of which could be equally applied to other financial time series.
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Condition: New. pp. 560.
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Taschenbuch. Condition: Neu. Financial Modeling Under Non-Gaussian Distributions | Eric Jondeau (u. a.) | Taschenbuch | xviii | Englisch | 2010 | Springer | EAN 9781849965996 | Verantwortliche Person für die EU: Springer Verlag GmbH, Tiergartenstr. 17, 69121 Heidelberg, juergen[dot]hartmann[at]springer[dot]com | Anbieter: preigu.
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Taschenbuch. Condition: Neu. Druck auf Anfrage Neuware - Printed after ordering - Non-Gaussian distributions are the key theme of this book which addresses the causes and consequences of non-normality and time dependency in both asset returns and option prices. The aim is to bridge the gap between theoretical developments and the practical implementations of what many users and researchers perceive as 'sophisticated' models. The emphasis throughout is on practice: there are abundant empirical illustrations of the models and techniques described, many of which could be equally applied to other financial time series, such as exchange and interest rates. This book will be an essential reference for practitioners in the finance industry, especially those responsible for managing portfolios and monitoring financial risk, but it will also be useful for mathematicians who want to know more about how their mathematical tools are applied in finance, and as a text for advanced courses in empirical finance; financial econometrics and financial derivatives.
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Buch. Condition: Neu. Druck auf Anfrage Neuware - Printed after ordering - Non-Gaussian distributions are the key theme of this book which addresses the causes and consequences of non-normality and time dependency in both asset returns and option prices. The aim is to bridge the gap between theoretical developments and the practical implementations of what many users and researchers perceive as 'sophisticated' models. The emphasis throughout is on practice: there are abundant empirical illustrations of the models and techniques described, many of which could be equally applied to other financial time series, such as exchange and interest rates. This book will be an essential reference for practitioners in the finance industry, especially those responsible for managing portfolios and monitoring financial risk, but it will also be useful for mathematicians who want to know more about how their mathematical tools are applied in finance, and as a text for advanced courses in empirical finance; financial econometrics and financial derivatives.
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Paperback. Condition: Like New. LIKE NEW. SHIPS FROM MULTIPLE LOCATIONS. book.
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Financial Modeling Under Non-Gaussian Distributions
Book 25 of 53: Springer FinanceLanguage: English
Published by Springer London Ltd, GB, 2010
ISBN 10: 1849965994 ISBN 13: 9781849965996
£ 142.61
£ 65 shipping
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Add to basketPaperback. Condition: New. Softcover reprint of hardcover 1st ed. 2007.
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Condition: New. Print on Demand pp. 54.
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Condition: New. Print on Demand pp. 54.
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Condition: New. PRINT ON DEMAND pp. 54.
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Optimal Monetary Policy in an Estimated Dsge Model of the Euro Area with Cross-Country Heterogeneity
Seller: THE SAINT BOOKSTORE, Southport, United Kingdom
Seller rating 5 out of 5 stars
£ 43.29
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Add to basketPaperback / softback. Condition: New. This item is printed on demand. New copy - Usually dispatched within 5-9 working days.
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Condition: new. Questo è un articolo print on demand.
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Financial Modeling Under Non-Gaussian Distributions
Book 25 of 53: Springer FinanceLanguage: English
Published by Springer London Okt 2010, 2010
ISBN 10: 1849965994 ISBN 13: 9781849965996
Seller: BuchWeltWeit Ludwig Meier e.K., Bergisch Gladbach, Germany
Seller rating 5 out of 5 stars
Taschenbuch. Condition: Neu. This item is printed on demand - it takes 3-4 days longer - Neuware -Non-Gaussian distributions are the key theme of this book which addresses the causes and consequences of non-normality and time dependency in both asset returns and option prices. The aim is to bridge the gap between theoretical developments and the practical implementations of what many users and researchers perceive as 'sophisticated' models. The emphasis throughout is on practice: there are abundant empirical illustrations of the models and techniques described, many of which could be equally applied to other financial time series, such as exchange and interest rates. This book will be an essential reference for practitioners in the finance industry, especially those responsible for managing portfolios and monitoring financial risk, but it will also be useful for mathematicians who want to know more about how their mathematical tools are applied in finance, and as a text for advanced courses in empirical finance; financial econometrics and financial derivatives. 560 pp. Englisch.
