Stable Paretian Models in Finance

Name: Stable Paretian Models in Finance
Brand: John Wiley & Sons Inc
SKU: 2157183
Author: Svetlozar T. (University of California) Rachev

Svetlozar T. (University of California) Rachev, Germany) Stefan (University of Kiel Mittnik

John Wiley & Sons Inc

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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…

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