Ebooks de Ser-Huang Poon en PDF

2 Livre(s)
Télécharger le livre : Financial Modeling Under Non-Gaussian Distributions
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Financial Modeling Under Non-Gaussian Distributions
Eric Jondeau , Michael Rockinger , Ser-Huang Poon
Non-Gaussian distributions are the key theme of this book which addresses the causes and consequences of non-normality and time dependency in both asset returns and option prices. The aim is to bridge the gap between theoretical developments and the practical...

Editeur : Springer
Parution : 2007-04-05

PDF

137,14 €
Télécharger le livre : Asset Pricing in Discrete Time
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Asset Pricing in Discrete Time
Ser-Huang Poon , Richard Stapleton
Relying on the existence, in a complete market, of a pricing kernel, this book covers the pricing of assets, derivatives, and bonds in a discrete time, complete markets framework. It is primarily aimed at advanced Masters and PhD students in finance. -- Covers asset...

Editeur : OUP Oxford
Parution : 2005-01-13

PDF

74,10 €