Fat-Tailed and Skewed Asset Return Distributions: Implications for Risk Management, Portfolio Selection, and Option PricingISBN: 978-0-471-71886-4
Hardcover
384 pages
August 2005
 This is a Print-on-Demand title. It will be printed specifically to fill your order. Please allow an additional 10-15 days delivery time. The book is not returnable.
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"On the whole a valuable attempt to continue the work of Mandlebrot
and others, to break the habit of treating the normal distribution
curve as. . . normal." -- HedgeWorld News
"This book is well-written by knowledgeable authors and provides readers with an excellent overview of where fat-tailed or skewed distributions may be needed. The book unfolds in a clear and easy-to-read way, and I would definitely recommend this as an excellent introductory text." -- Financial Engineering News, June 30, 2006
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