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.
|
||||||
About the Authors.
Chapter 1: Introduction.
PART ONE: Probability and Statistics.
Chapter 2: Discrete Probability Distributions.
Chapter 3: Continuous Probability Distributions.
Chapter 4: Describing a Probability Distribution Function: Statistical Moments and Quantiles.
Chapter 5: Joint Probability Distributions.
Chapter 6: Copulas.
Chapter 7: Stable Distributions.
Chapter 8: Estimation Methodologies.
PART TWO: Stochastic Processes.
Chapter 9: Stochastic Processes in Discrete Time and Time Series Analysis.
Chapter 10: Stochastic Processes in Continuous Time.
PART THREE: Portfolio Selection.
Chapter 11: Equity and Bond Return Distributions.
Chapter 12: Risk Measures and Portfolio Selection.
Chapter 13: Risk Measures in Portfolio Optimization and Performance Measures.
PART FOUR: Risk Management.
Chapter 14: Market Risk.
Chapter 15: Credit Risk.
Chapter 16: Operational Risk.
PART FIVE: Option Pricing.
Chapter 17: Introduction to Option Pricing and the Binomial Model.
Chapter 18: Black-Scholes Option Pricing Model.
Chapter 19: Extension of the Black-Scholes Model and Alternative Approaches.
INDEX.
Related Titles
More From This Series
More By These Authors
Resources for
Instructors
Read an Excerpt
View the Series
.png){kind=small}
Join An E-mail ListLearn about the latest products, events, offers and content. |
