Springer Finance - Financial Modeling Under Non-Gaussian Distributions
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17

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Published By Springer London

9781846284199

Latest Documents Most Cited Documents Contributed Authors Related Sources Related Keywords

Portfolio Allocation

Springer Finance - Financial Modeling Under Non-Gaussian Distributions ◽

10.1007/978-1-84628-696-4_9 ◽

2007 ◽

pp. 349-362

Keyword(s):

Portfolio Allocation

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Modeling Correlation

Springer Finance - Financial Modeling Under Non-Gaussian Distributions ◽

10.1007/978-1-84628-696-4_6 ◽

2007 ◽

pp. 195-264 ◽

Cited By ~ 1

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Statistical Properties of Financial Market Data

Springer Finance - Financial Modeling Under Non-Gaussian Distributions ◽

10.1007/978-1-84628-696-4_2 ◽

2007 ◽

pp. 7-32

Keyword(s):

Financial Market ◽

Statistical Properties ◽

Market Data

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Fundamentals of Option Pricing

Springer Finance - Financial Modeling Under Non-Gaussian Distributions ◽

10.1007/978-1-84628-696-4_10 ◽

2007 ◽

pp. 365-382

Keyword(s):

Option Pricing

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Lévy Processes

Springer Finance - Financial Modeling Under Non-Gaussian Distributions ◽

10.1007/978-1-84628-696-4_17 ◽

2007 ◽

pp. 501-506

Keyword(s):

Lévy Processes ◽

Levy Processes

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Modeling Higher Moments

Springer Finance - Financial Modeling Under Non-Gaussian Distributions ◽

10.1007/978-1-84628-696-4_5 ◽

2007 ◽

pp. 143-193

Keyword(s):

Higher Moments

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Martingale and Changing Measure

Springer Finance - Financial Modeling Under Non-Gaussian Distributions ◽

10.1007/978-1-84628-696-4_14 ◽

2007 ◽

pp. 471-476

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Structural Option Pricing

Springer Finance - Financial Modeling Under Non-Gaussian Distributions ◽

10.1007/978-1-84628-696-4_12 ◽

2007 ◽

pp. 417-448

Keyword(s):

Option Pricing ◽

Structural Option

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Extreme Value Theory

Springer Finance - Financial Modeling Under Non-Gaussian Distributions ◽

10.1007/978-1-84628-696-4_7 ◽

2007 ◽

pp. 265-312

Keyword(s):

Extreme Value Theory ◽

Value Theory ◽

Extreme Value

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Introduction

Springer Finance - Financial Modeling Under Non-Gaussian Distributions ◽

10.1007/978-1-84628-696-4_1 ◽

2007 ◽

pp. 3-6

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