Handbook of heavy tailed distributions in finance [electronic resource] / edited by Svetlozar T. Rachev.
The Handbooks in Finance are intended to be a definitive source for comprehensive and accessible information in the field of finance. Each individual volume in the series should present an accurate self-contained survey of a sub-field of finance, suitable for use by finance and economics professors...
Saved in:
| Online Access: |
Full Text (via ScienceDirect) |
|---|---|
| Other Authors: | |
| Other title: | Heavy tailed distributions in finance. |
| Format: | Electronic eBook |
| Language: | English |
| Published: |
Amsterdam ; Boston :
Elsevier,
2003.
|
| Series: | Handbooks in finance ;
bk. 1. |
| Subjects: |
MARC
| LEADER | 00000cam a2200000xa 4500 | ||
|---|---|---|---|
| 001 | b10318975 | ||
| 003 | CoU | ||
| 005 | 20190126012205.3 | ||
| 006 | m o d | ||
| 007 | cr ||||||||||| | ||
| 008 | 080310s2003 ne a ob 001 0 eng d | ||
| 019 | |a 608497095 |a 646869448 |a 647489323 |a 931604516 |a 968041144 |a 969018637 |a 990681248 | ||
| 020 | |a 9780080557731 |q (electronic bk.) | ||
| 020 | |a 0080557732 |q (electronic bk.) | ||
| 020 | |z 9780444508966 | ||
| 020 | |z 0444508961 | ||
| 035 | |a (OCoLC)scd213298554 | ||
| 035 | |a (OCoLC)213298554 |z (OCoLC)608497095 |z (OCoLC)646869448 |z (OCoLC)647489323 |z (OCoLC)931604516 |z (OCoLC)968041144 |z (OCoLC)969018637 |z (OCoLC)990681248 | ||
| 040 | |a OPELS |b eng |e pn |c OPELS |d OPELS |d CUS |d OCLCQ |d MYPMP |d N$T |d EBLCP |d IDEBK |d E7B |d OCLCQ |d NLGGC |d OCLCF |d OCLCO |d OCLCE |d OCLCQ |d OCLCO |d YDXCP |d DEBSZ |d OCLCO |d OCLCQ |d OCLCO |d OCLCQ |d NLE |d FEM |d LIP |d U3W |d OCLCQ |d UKMGB | ||
| 042 | |a dlr | ||
| 049 | |a GWRE | ||
| 050 | 4 | |a HG176.5 |b .H36 2003eb | |
| 245 | 0 | 0 | |a Handbook of heavy tailed distributions in finance |h [electronic resource] / |c edited by Svetlozar T. Rachev. |
| 246 | 3 | 0 | |a Heavy tailed distributions in finance. |
| 260 | |a Amsterdam ; |a Boston : |b Elsevier, |c 2003. | ||
| 300 | |a 1 online resource (xxiv, 680 pages) : |b illustrations. | ||
| 336 | |a text |b txt |2 rdacontent. | ||
| 337 | |a computer |b c |2 rdamedia. | ||
| 338 | |a online resource |b cr |2 rdacarrier. | ||
| 490 | 1 | |a Handbooks in finance, |x 1568-4997 ; |v bk. 1. | |
| 504 | |a Includes bibliographical references and indexes. | ||
| 505 | 0 | 0 | |g Heavy tails in finance for independent or multifractal price increments / |t Benoit B. Mandelbrot -- |t Financial risk and heavy tails / |r Brendan O. Bradley and Murad S. Taqqu -- |t Modeling financial data with stable distributions / |r John P. Nolan -- |t Statistical issues in modeling multivariate stable portfolios / |r Tomasz J. Kozubowski, Anna K. Panorska and Svetlozar T. Rachev -- |t Jump-diffusion models / |r Wolfgang J. Runggaldier -- |t Hyperbolic processes in finance / |r Bo Martin Bibby and Michael Sørensen -- |t Stable modeling of market and credit value at risk / |r Svetlozar T. Rachev, Eduardo S. Schwartz and Irina Khindanova -- |t Mo delling dependence with copulas and applications to risk management / |r Paul Embrechts, Filip Lindskog and Alexander McNeil -- |t Prediction of financial downside-risk with heavy-tailed conditional distributions / |r Stefan Mittnik and Marc S. Paolella -- |t Stable non-Gaussian models for credit risk management / |r Bernhard Martin, Svetlozar T. Rachev and Eduardo S. Schwartz -- |t Multifactor stochastic variance models in risk management : maximum entropy approach and Lévy processes / |r Alexander Levin and Alexander TchernitseMo dellingodelling the term structure of monetary rates / |r Luisa Izzi -- |t Asset liability management : a review and some new results in the presence of heavy tails / |r Yesim Tokat, Svetlozar T. Rachev and Eduardo S. Schwartz -- |t Portfolio choice theory with non-Gaussian distributed returns / |r Sergio Ortobelli [and others] -- |t Portfolio modeling with heavy tailed random vectors / |r Mark M. Meerschaert and Hans-Peter Scheffler -- |t Long range dependence in heavy tailed stochastic processes / |r Borjana Racheva-Iotova and Gennaday Samorodnitsky. |
| 520 | |a The Handbooks in Finance are intended to be a definitive source for comprehensive and accessible information in the field of finance. Each individual volume in the series should present an accurate self-contained survey of a sub-field of finance, suitable for use by finance and economics professors and lecturers, professional researchers, graduate students and as a teaching supplement. The goal is to have a broad group of outstanding volumes in various areas of finance. The Handbook of Heavy Tailed Distributions in Finance is the first handbook to be published in this series. This volume presents current research focusing on heavy tailed distributions in finance. The contributions cover methodological issues, i.e., probabilistic, statistical and econometric modeling under non- Gaussian assumptions, as well as the applications of the stable and other non -Gaussian models in finance and risk management. | ||
| 588 | 0 | |a Print version record. | |
| 650 | 0 | |a Finance |x Statistical methods. |0 http://id.loc.gov/authorities/subjects/sh2008120462. | |
| 650 | 7 | |a Finance |x Statistical methods. |2 fast |0 (OCoLC)fst00924417. | |
| 700 | 1 | |a Rachev, S. T. |q (Svetlozar Todorov) |0 http://id.loc.gov/authorities/names/n88170524 |1 http://isni.org/isni/0000000109057335. | |
| 776 | 0 | 8 | |i Print version: |t Handbook of heavy tailed distributions in finance. |d Amsterdam : Boston : Elsevier, 2003 |z 0444508961 |w (DLC) 2003271848 |w (OCoLC)52283186. |
| 830 | 0 | |a Handbooks in finance ; |v bk. 1. |0 http://id.loc.gov/authorities/names/no2003063012. | |
| 856 | 4 | 0 | |u https://colorado.idm.oclc.org/login?url=https://www.sciencedirect.com/science/book/9780444508966 |z Full Text (via ScienceDirect) |
| 907 | |a .b103189750 |b 03-19-20 |c 02-05-19 | ||
| 998 | |a web |b 02-28-19 |c b |d b |e - |f eng |g ne |h 0 |i 1 | ||
| 907 | |a .b103189750 |b 10-09-19 |c 02-05-19 | ||
| 944 | |a MARS - RDA ENRICHED | ||
| 907 | |a .b103189750 |b 03-12-19 |c 02-05-19 | ||
| 915 | |a I | ||
| 956 | |a ScienceDirect ebooks | ||
| 956 | |b ScienceDirect All Books | ||
| 999 | f | f | |i 79f4ea48-e8ae-52af-be82-b9999ecb4d26 |s e6b468bc-f487-5ef4-b88f-17da5bf73f3a |
| 952 | f | f | |p Can circulate |a University of Colorado Boulder |b Online |c Online |d Online |e HG176.5 .H36 2003eb |h Library of Congress classification |i web |n 1 |