Fat Tailed and Skewed Asset Return Distributions is popular PDF and ePub book, written by Svetlozar T. Rachev in 2005-09-15, it is a fantastic choice for those who relish reading online the Business & Economics genre. Let's immerse ourselves in this engaging Business & Economics book by exploring the summary and details provided below. Remember, Fat Tailed and Skewed Asset Return Distributions can be Read Online from any device for your convenience.
Fat Tailed and Skewed Asset Return Distributions Book PDF Summary
While mainstream financial theories and applications assume that asset returns are normally distributed, overwhelming empirical evidence shows otherwise. Yet many professionals don’t appreciate the highly statistical models that take this empirical evidence into consideration. Fat-Tailed and Skewed Asset Return Distributions examines this dilemma and offers readers a less technical look at how portfolio selection, risk management, and option pricing modeling should and can be undertaken when the assumption of a non-normal distribution for asset returns is violated. Topics covered in this comprehensive book include an extensive discussion of probability distributions, estimating probability distributions, portfolio selection, alternative risk measures, and much more. Fat-Tailed and Skewed Asset Return Distributions provides a bridge between the highly technical theory of statistical distributional analysis, stochastic processes, and econometrics of financial returns and real-world risk management and investments.
Detail Book of Fat Tailed and Skewed Asset Return Distributions PDF
- Author : Svetlozar T. Rachev
- Release : 15 September 2005
- Publisher : John Wiley & Sons
- ISBN : 9780471758907
- Genre : Business & Economics
- Total Page : 385 pages
- Language : English
- PDF File Size : 16,8 Mb
If you're still pondering over how to secure a PDF or EPUB version of the book Fat Tailed and Skewed Asset Return Distributions by Svetlozar T. Rachev, don't worry! All you have to do is click the 'Get Book' buttons below to kick off your Download or Read Online journey. Just a friendly reminder: we don't upload or host the files ourselves.