Produkt mají v nabídce:
Stable Paretian Models in Finance - Rachev, Svetlozar T. (University of California) a Mittnik, Stefan (University of Kiel, Germany)
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 investigated.
