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Stable Paretian Models in Finance

ISBN: 978-0-471-95314-2
Hardcover
896 pages
June 2000
List Price: US $206.00
Government Price: US $131.84
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Stable Paretian Models in Finance (0471953148) cover image
This is a Print-on-Demand title. It will be printed specifically to fill your order. Please allow an additional 15-20 days delivery time. The book is not returnable.

The authors reconsider the problem of parametrically specifying distribution suitable for asset-return models. They describe alternative distributions, showing how they can be estimated and applied to stock-index and exchange-rate data. The implications for options pricing are also investigated.
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