Coverart for item
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)

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
Creator
Contributor
Author
Subject
Language
eng
Member of
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)
Link
https://eui.idm.oclc.org/login?url=http://search.ebscohost.com/login.aspx?direct=true&scope=site&db=nlebk&db=nlabk&AN=140366
Instantiates
Publication
Copyright
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)
Link
https://eui.idm.oclc.org/login?url=http://search.ebscohost.com/login.aspx?direct=true&scope=site&db=nlebk&db=nlabk&AN=140366
Publication
Copyright
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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