(fin book):Return Distributions in Finance

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amazon:

http://www.amazon.co.uk/Return-Distributions-Finance-Quantitative/dp/0750647515

books.google.com

http://books.google.com/books?hl=en&id=tZ6fKOzGHsEC&dq=Return.Distributions.in.Finance&printsec=frontcover&source=web&ots=Z1EmaWPs_R&sig=m-VrVFealnOodIau24Uydo58L80&sa=X&oi=book_result&resnum=3&ct=result

This book:

Assists in understanding asset return distributions
Provides a full overview of financial risk management techniques in asset allocation
Demonstrates how to use asset return forecast applications

Quantitative methods have revolutionised the area of trading, regulation, risk management, portfolio construction, asset pricing and treasury activities, and governmental activity such as central banking.

One of the original contributions in this area is the classic by Cootner entitled 'The Random Nature of Stock Market Prices'. This work investigated the statistical properties of asset prices and was one of the first works to investigate this area in a rigorous manner.

Much has happened in this field in the last 35 years and 'Return Distributions in Finance' contains much new information that reflects this huge growth.

The authors combined experience reflects not only the new theory but also the new practice in this fascinating area. The rise of financial engineering now allows us to change the nature of asset returns to whatever pattern we desire, albeit at a cost. Benefits and costs can only be understood if we understand the underlying processes. 'Return Distributions in Finance' allows us to gain that understanding.

Contents of Return Distributions in Finance

Return distributions Stochastic processes Derivative pricing for different return distribution Impact of volatility on different distributions Return distributions and value at risk Forecasting sudden jumps/crashes in returns Returns of different asset classes and choosing portfolios Returns and tactical asset allocations Returns to trading strategies Reshaping the return profile using derivatives

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2008-11-30 18:54:00 上传

(fin book):Return Distributions in Finance
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