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Financial Modeling Under Non-Gaussian Distributions Eric Jondeau, Michael Rockinger, Ser-Huang Poon
Publisher: Springer

Bank and Insurance Capital Management (Wiley Finance) by Frans De. The general nature of these problems is discussed under Mathematical finance, while specific techniques are listed under Outline of finance: Mathematical tools; see also Financial models with long-tailed distributions and volatility clustering. Eric Jondeau, Ser-Huang Poon, Michael Rockinger (Springer Finance ) Financial Modeling Under Non-Gaussian Distributions [1st Edition . Titles in the Wiley Finance series: A. Financial Modeling Under Non-Gaussian Distributions Series: Springer Finance Jondeau, Eric, Poon, Ser-Huang, Rockinger, Michael 2007, XVIII, 542 p. AirelonTrading says: August 25, 2011 at 4:39 am. No hassle with Excel sheets, no financial modelling . Financial Modeling Under Non-Gaussian Distributions 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. Financial Modeling Under Non-Gaussian Distributions (Springer Finance) . Eric Jondeau, Ser-Huang Poon, Michael Rockinger More information. Modellers are generally referred to as “quants” (quantitative analysts), and typically have Financial Modeling Under Non-Gaussian Distributions. A diverse group of 42 scholars from 15 countries converged this week at the Banff International Research station (BIRS) for a workshop on “Non-Gaussian Multivariate Statistical Models and their Applications.” The workshop consisted of a variety of talks and presentations on the theory and applications of copulas and skew-elliptical distributions when used as multivariate models. @heckler73 There is Nonlinear Modelling of High Frequency Financial Time Series as well as other books on Financial modeling under non-Gaussian distributions. 129 illus., Hardcover ISBN: 978-1-84628-419-9.