Financial Models with Levy Processes and Volatility Clustering Book Reviews
Financial Models with Levy Processes and Volatility Clustering by Svetlozar T. Rachev, Young Shin Kim, Michele L. Bianchi & Frank J. Fabozzi Book Summary
An in-depth guide to understanding probability distributions and financial modeling for the purposes of investment management
In Financial Models with Lévy Processes and Volatility Clustering, the expert author team provides a framework to model the behavior of stock returns in both a univariate and a multivariate setting, providing you with practical applications to option pricing and portfolio management. They also explain the reasons for working with non-normal distribution in financial modeling and the best methodologies for employing it.
The book's framework includes the basics of probability distributions and explains the alpha-stable distribution and the tempered stable distribution. The authors also explore discrete time option pricing models, beginning with the classical normal model with volatility clustering to more recent models that consider both volatility clustering and heavy tails.
Reviews the basics of probability distributions Analyzes a continuous time option pricing model (the so-called exponential Lévy model) Defines a discrete time model with volatility clustering and how to price options using Monte Carlo methods Studies two multivariate settings that are suitable to explain joint extreme events
Financial Models with Lévy Processes and Volatility Clustering is a thorough guide to classical probability distribution methods and brand new methodologies for financial modeling.
Book Name | Financial Models with Levy Processes and Volatility Clustering |
Genre | Finance |
Author | Svetlozar T. Rachev, Young Shin Kim, Michele L. Bianchi & Frank J. Fabozzi |
Published | 08 February 2011, Tuesday |
Language | English |
E-Book Size | 7.55 MB |
Financial Models with Levy Processes and Volatility Clustering (Svetlozar T. Rachev, Young Shin Kim, Michele L. Bianchi & Frank J. Fabozzi) Book Reviews 2024
We transfer money over €4 billion every month. We enable individual and business accounts to save 4 million Euros on bank transfer fees. Want to send free money abroad or transfer money abroad for free? Free international money transfer!
Did you know that you can earn 25 USD from our site just by registering? Get $25 for free by joining Payoneer!
Download Link | Book Format |
financial-models-with-levy-processes-and-ebook.pdf | |
financial-models-with-levy-processes-and-ebook.epub | EPUB |
financial-models-with-levy-processes-and-ebook.kindle | KINDLE |
Financial Models with Levy Processes and Volatility Clustering E-book (PDF, PUB, KINDLE) Download
Financial Models with Levy Processes and Volatility Clustering ebook financial-models-with-levy-processes-and (7.55 MB) download new links will be update!
Financial Models with Levy Processes and Volatility Clustering Similar Books
Book Name | Score | Reviews | Price |
35 Tips on Saving Money | 4/5 | 7,156 | Free |
Freakonomics Rev Ed | 4/5 | 918 | $13.99 |
Think and Grow Rich | 4/5 | 2,967 | Free |
Day Trading Secrets | 4/5 | 648 | Free |
Investing For Beginners | 4/5 | 2,327 | Free |
Enhance sleep, vision, cognition, flexibility, energy, long-range health and more. Performance Lab CORE Formulas support all aspects of human performance, across all walks of life. Boosts work performance and productivity with nootropics for focus, multitasking under stress, creative problem-solving and more.
Book Name | Score | Reviews | Price |
The Basics of Financial Econometrics | 0/5 | 0 | $82.99 |
Rating Based Modeling of Credit Risk | 0/5 | 0 | $89.99 |
Handbook of Heavy Tailed Distributions In Finance | 0/5 | 0 | $189.99 |
Risk Assessment | 0/5 | 0 | $139.99 |
A Probability Metrics Approach to Financial Risk Measures | 0/5 | 0 | $189.99 |
Summary of Financial Models with Levy Processes and Volatility Clustering by Svetlozar T. Rachev, Young Shin Kim, Michele L. Bianchi & Frank J. Fabozzi
The Financial Models with Levy Processes and Volatility Clustering book written by Svetlozar T. Rachev, Young Shin Kim, Michele L. Bianchi & Frank J. Fabozzi was published on 08 February 2011, Tuesday in the Finance category. A total of 40 readers of the book gave the book 0 points out of 5.
Book Name | Author | Price |
Investing in Bonds for Beginners | Sam Ghosh | Free |
The Lord Abbett Review for Institutional Investors | Lord Abbett | Free |
Standard Chartered Insights 2012 | Standard Chartered Bank & Various Authors | Free |
Valuation of Young Companies | Sam Ghosh | Free |
The Brownian Motion | Andreas Löffler & Lutz Kruschwitz | Free |
Coinbase is the world's most trusted place to buy and sell cryptocurrency. Open an account today, and if you buy or sell $100 or more of crypto, you'll receive $10 worth of free Bitcoin!
Book Name | Author | Price |
Enough | John C. Bogle & Bill Clinton | $15.99 |
Real Estate in Italy | Guido Abate & Giuditta Losa | $24.99 |
Think Like a Freak | Steven D. Levitt & Stephen J. Dubner | $10.99 |
IUL ASAP | Shirley Luu | $7.99 |
Hedging Demystified | Tim Bishop | $9.99 |
Jasper is the generative AI platform for business that helps your team create content tailored for your brand 10X faster, wherever you work online.
Please wait! Financial Models with Levy Processes and Volatility Clustering book comments loading...
Svetlozar T. Rachev, Young Shin Kim, Michele L. Bianchi & Frank J. Fabozzi - Financial Models with Levy Processes and Volatility Clustering Discussions & Comments
Have you read this book yet? What do you think about Financial Models with Levy Processes and Volatility Clustering by Svetlozar T. Rachev, Young Shin Kim, Michele L. Bianchi & Frank J. Fabozzi book? Ask the bookpedia.co community a question about Financial Models with Levy Processes and Volatility Clustering!