[原创]Financial Modeling Under Non-Gaussian Distributions

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 Eric Jondeau, Ser-Huang Poon

and Michael Rockinger

Financial Modeling Under

Non-Gaussian Distributions

 273278   273278.pdf (5.95 MB, 需要: 2 个论坛币)

2008-12-4 21:27:00 上传

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关键词：distribution financial Gaussian Modeling Financia financial Modeling Under 原创

此书的内容如下：

Part1：Financial Markets and Financial Time Series

include: all kinds of GARCH models

Part2:Econometric Modelling of Asset Returns

4.Modelling Volatility

5.Modelling Higher Moments

6.Modelling Correlation copula functions

7.Extreme Value theory

Part3: Applications of Non-Gaussian Econometrics

8.Risk Management and VaR

9.Portfoilo Allocation

Part4. Option Pricing with Non-Gaussian Returns

include: nonparametric modelling

Part5. Appendices on Option Pricing Mathematics

include: Martingle , Brownian Motion and Stochastic Calculus,Fourier transformation and Levy process,jump process

好书，我已有。

TANKS FOR SHARING

谢谢！！！

xiexie fenxiang

valuable book

valuable book

为什么传了三遍呢？

谢谢 好~~！！！！