Stable Paretian Models in Finance

Author	: Svetlozar T. Rachev
Publisher	:
Total Pages	: 886
Release	: 2000-06-15
ISBN-10	: STANFORD:36105028667306
ISBN-13	:
Rating	: 4/5 ( Downloads)

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Book Synopsis Stable Paretian Models in Finance by : Svetlozar T. Rachev

Download or read book Stable Paretian Models in Finance written by Svetlozar T. Rachev and published by . This book was released on 2000-06-15 with total page 886 pages. Available in PDF, EPUB and Kindle. Book excerpt: This text is a comprehensive treatment of the Asset Pricing Theory, based on the assumption that returns are distributed non-normally. More general models are also considered and the corresponding formulae are derived, and it describes estimation techniques and presents empirical applications.

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