Var methodology for non-gaussian finance
Auteur :
Habart-Corlosquet, Marine / Janssen, Jacques / Manca, Raimondo
Éditeur :
ISTE Ltd and John Wiley & Sons Inc
ISBN :
9781848214644
Date de publication :
16 avr. 2013
Dimensions :
24,1 x 16,1 x 2,0 cm
Poids :
443 g
Langue :
Anglais
Pays d'origine :
Grande Bretagne
With the impact of the recent financial crises, more attention must be given to new models in finance rejecting Black-Scholes-Samuelson assumptions leading to what is called non-Gaussian finance.