VaR Methodology for Non-Gaussian Finance
Book Details
Format
Hardback or Cased Book
ISBN-10
1848214642
ISBN-13
9781848214644
Publisher
ISTE Ltd and John Wiley & Sons Inc
Imprint
ISTE Ltd and John Wiley & Sons Inc
Country of Manufacture
GB
Country of Publication
GB
Publication Date
Apr 16th, 2013
Print length
176 Pages
Weight
443 grams
Dimensions
24.10 x 16.10 x 2.00 cms
Product Classification:
Finance
Ksh 25,000.00
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With the impact of the recent financial crises, more attention must be given to new models in finance rejecting Black-Scholes-Samuelson assumptions leading to what is called non-Gaussian finance.
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