Research Catalog

Stable Paretian models in finance

Title
Stable Paretian models in finance / Svetlozar Rachev and Stefan Mittnik.
Author
Rachev, Svetlozar T. (Svetlozar Todorov)
Publication
Chichester ; New York : Wiley, c2000.

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Details

Additional Authors
Mittnik, S.
Description
xviii, 855 p. : ill.; 24 cm.
Series Statement
Series in financial economics and quantitative analysis
Subject
  • Capital assets pricing model
  • Finance > Mathematical models
  • Investments > Mathematical models
Bibliography (note)
  • Includes bibliographical references (p. 745-827) and indexes.
Call Number
JBE 00-2455
ISBN
0471953148
OCLC
40980930
Author
Rachev, Svetlozar T. (Svetlozar Todorov)
Title
Stable Paretian models in finance / Svetlozar Rachev and Stefan Mittnik.
Imprint
Chichester ; New York : Wiley, c2000.
Series
Series in financial economics and quantitative analysis
Bibliography
Includes bibliographical references (p. 745-827) and indexes.
Added Author
Mittnik, S.
Research Call Number
JBE 00-2455
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