Stable Paretian Models In Finance

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Stable Paretian Models in Finance

Stable Paretian Models in Finance
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Total Pages : 886
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ISBN-10 : STANFORD:36105028667306
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Book Synopsis Stable Paretian Models in Finance by : Svetlozar T. Rachev

Download or read book Stable Paretian Models in Finance written by Svetlozar T. Rachev and published by . This book was released on 2000-06-15 with total page 886 pages. Available in PDF, EPUB and Kindle. Book excerpt: This text is a comprehensive treatment of the Asset Pricing Theory, based on the assumption that returns are distributed non-normally. More general models are also considered and the corresponding formulae are derived, and it describes estimation techniques and presents empirical applications.


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