Financial Models with Levy Processes and Volatility Clustering

by Young Shin Kim, Svetlozar T. Rachev, Michele L. Bianchi, et al.

An in-depth guide to understanding probability distributions and financial modeling for the purposes of investment management

In Financial Models with L vy Processes and Volatility Clustering, 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...

• Format: Hardcover
• Language: English
• ISBN: 0470482354
• ISBN13: 9780470482353
• Release Date: February 2011
• Publisher: Wiley
• Length: 416 Pages
• Weight: 1.45 lbs.
• Dimensions: 1.4" x 5.9" x 9.1"