The Resource Fat-tailed and skewed asset return distributions : implications for risk management, portfolio selection, and option pricing, Sveltozar T. Rachev, Christian Menn, Frank J. Fabozzi, (electronic resource)
Fat-tailed and skewed asset return distributions : implications for risk management, portfolio selection, and option pricing, Sveltozar T. Rachev, Christian Menn, Frank J. Fabozzi, (electronic resource)
Resource Information
The item Fat-tailed and skewed asset return distributions : implications for risk management, portfolio selection, and option pricing, Sveltozar T. Rachev, Christian Menn, Frank J. Fabozzi, (electronic resource) represents a specific, individual, material embodiment of a distinct intellectual or artistic creation found in European University Institute.This item is available to borrow from 1 library branch.
Resource Information
The item Fat-tailed and skewed asset return distributions : implications for risk management, portfolio selection, and option pricing, Sveltozar T. Rachev, Christian Menn, Frank J. Fabozzi, (electronic resource) represents a specific, individual, material embodiment of a distinct intellectual or artistic creation found in European University Institute.
This item is available to borrow from 1 library branch.
- Language
- eng
- Extent
- 1 online resource (xiii, 369 pages)
- Contents
-
- Discrete probability distributions
- Continuous probability distributions
- Describing a probability distribution function : statistical moments and quantiles
- Joint probability distributions
- Copulas
- Stable distributions
- Estimation methodologies
- Stochastic processes in discrete time and time series analysis
- Stochastic processes in continuous time
- Equity and bond return distributions
- Risk measures and portfolio selection
- Risk measures in portfolio optimization and performance measures
- Market risk
- Credit risk
- Operational risk
- Introduction to option pricing and the binomial model
- Black-Scholes option pricing model
- Extension of the Black-Scholes model and alternative approaches
- Isbn
- 9780471718864
- Label
- Fat-tailed and skewed asset return distributions : implications for risk management, portfolio selection, and option pricing
- Title
- Fat-tailed and skewed asset return distributions
- Title remainder
- implications for risk management, portfolio selection, and option pricing
- Statement of responsibility
- Sveltozar T. Rachev, Christian Menn, Frank J. Fabozzi
- Language
- eng
- Cataloging source
- NhCcYBP
- http://library.link/vocab/creatorName
- Rachev, S. T.
- Dewey number
- 332.6
- Illustrations
- illustrations
- Index
- index present
- Literary form
- non fiction
- Nature of contents
-
- dictionaries
- bibliography
- http://library.link/vocab/relatedWorkOrContributorName
-
- Menn, Christian
- Fabozzi, Frank J.
- EBSCOhost
- Series statement
-
- The Frank J. Fabozzi series
- Ebsco eBook Collection
- http://library.link/vocab/subjectName
-
- Portfolio management
- Risk management
- Label
- Fat-tailed and skewed asset return distributions : implications for risk management, portfolio selection, and option pricing, Sveltozar T. Rachev, Christian Menn, Frank J. Fabozzi, (electronic resource)
- Bibliography note
- Includes bibliographical references and index
- Carrier category
- online resource
- Carrier category code
-
- cr
- Carrier MARC source
- rdacarrier
- Content category
- text
- Content type code
-
- txt
- Content type MARC source
- rdacontent
- Contents
- Discrete probability distributions -- Continuous probability distributions -- Describing a probability distribution function : statistical moments and quantiles -- Joint probability distributions -- Copulas -- Stable distributions -- Estimation methodologies -- Stochastic processes in discrete time and time series analysis -- Stochastic processes in continuous time -- Equity and bond return distributions -- Risk measures and portfolio selection -- Risk measures in portfolio optimization and performance measures -- Market risk -- Credit risk -- Operational risk -- Introduction to option pricing and the binomial model -- Black-Scholes option pricing model -- Extension of the Black-Scholes model and alternative approaches
- Control code
- ybp2299330
- Dimensions
- unknown
- Extent
- 1 online resource (xiii, 369 pages)
- Form of item
- online
- Governing access note
- Use of this electronic resource may be governed by a license agreement which restricts use to the European University Institute community. Each user is responsible for limiting use to individual, non-commercial purposes, without systematically downloading, distributing, or retaining substantial portions of information, provided that all copyright and other proprietary notices contained on the materials are retained. The use of software, including scripts, agents, or robots, is generally prohibited and may result in the loss of access to these resources for the entire European University Institute community
- Isbn
- 9780471718864
- Media category
- computer
- Media MARC source
- rdamedia
- Media type code
-
- c
- Other physical details
- illustrations.
- Specific material designation
- remote
- System control number
- (OCoLC)85824062
- Label
- Fat-tailed and skewed asset return distributions : implications for risk management, portfolio selection, and option pricing, Sveltozar T. Rachev, Christian Menn, Frank J. Fabozzi, (electronic resource)
- Bibliography note
- Includes bibliographical references and index
- Carrier category
- online resource
- Carrier category code
-
- cr
- Carrier MARC source
- rdacarrier
- Content category
- text
- Content type code
-
- txt
- Content type MARC source
- rdacontent
- Contents
- Discrete probability distributions -- Continuous probability distributions -- Describing a probability distribution function : statistical moments and quantiles -- Joint probability distributions -- Copulas -- Stable distributions -- Estimation methodologies -- Stochastic processes in discrete time and time series analysis -- Stochastic processes in continuous time -- Equity and bond return distributions -- Risk measures and portfolio selection -- Risk measures in portfolio optimization and performance measures -- Market risk -- Credit risk -- Operational risk -- Introduction to option pricing and the binomial model -- Black-Scholes option pricing model -- Extension of the Black-Scholes model and alternative approaches
- Control code
- ybp2299330
- Dimensions
- unknown
- Extent
- 1 online resource (xiii, 369 pages)
- Form of item
- online
- Governing access note
- Use of this electronic resource may be governed by a license agreement which restricts use to the European University Institute community. Each user is responsible for limiting use to individual, non-commercial purposes, without systematically downloading, distributing, or retaining substantial portions of information, provided that all copyright and other proprietary notices contained on the materials are retained. The use of software, including scripts, agents, or robots, is generally prohibited and may result in the loss of access to these resources for the entire European University Institute community
- Isbn
- 9780471718864
- Media category
- computer
- Media MARC source
- rdamedia
- Media type code
-
- c
- Other physical details
- illustrations.
- Specific material designation
- remote
- System control number
- (OCoLC)85824062
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<div class="citation" vocab="http://schema.org/"><i class="fa fa-external-link-square fa-fw"></i> Data from <span resource="http://link.library.eui.eu/portal/Fat-tailed-and-skewed-asset-return-distributions/Zb2O4M-38hU/" typeof="Book http://bibfra.me/vocab/lite/Item"><span property="name http://bibfra.me/vocab/lite/label"><a href="http://link.library.eui.eu/portal/Fat-tailed-and-skewed-asset-return-distributions/Zb2O4M-38hU/">Fat-tailed and skewed asset return distributions : implications for risk management, portfolio selection, and option pricing, Sveltozar T. Rachev, Christian Menn, Frank J. Fabozzi, (electronic resource)</a></span> - <span property="potentialAction" typeOf="OrganizeAction"><span property="agent" typeof="LibrarySystem http://library.link/vocab/LibrarySystem" resource="http://link.library.eui.eu/"><span property="name http://bibfra.me/vocab/lite/label"><a property="url" href="http://link.library.eui.eu/">European University Institute</a></span></span></span></span></div>
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<div class="citation" vocab="http://schema.org/"><i class="fa fa-external-link-square fa-fw"></i> Data from <span resource="http://link.library.eui.eu/portal/Fat-tailed-and-skewed-asset-return-distributions/Zb2O4M-38hU/" typeof="Book http://bibfra.me/vocab/lite/Item"><span property="name http://bibfra.me/vocab/lite/label"><a href="http://link.library.eui.eu/portal/Fat-tailed-and-skewed-asset-return-distributions/Zb2O4M-38hU/">Fat-tailed and skewed asset return distributions : implications for risk management, portfolio selection, and option pricing, Sveltozar T. Rachev, Christian Menn, Frank J. Fabozzi, (electronic resource)</a></span> - <span property="potentialAction" typeOf="OrganizeAction"><span property="agent" typeof="LibrarySystem http://library.link/vocab/LibrarySystem" resource="http://link.library.eui.eu/"><span property="name http://bibfra.me/vocab/lite/label"><a property="url" href="http://link.library.eui.eu/">European University Institute</a></span></span></span></span></div>
