Rachev, S. T.

Fat-tailed and skewed asset return distributions : implications for risk management, portfolio selection, and option pricing / Sveltozar T. Rachev, Frank J. Fabozzi and Christian Menn. - Hoboken, N.J. : John Wiley & Sons, 2005. - xiii, 369 p. ;

0471718866 USD 79.95


Probability and Statistics
Stochastic processes
Portfolio selection
Risk management
Option pricing

658.155 / R2F2