Stable Paretian Models in Finance (Financial Economics and Quantitative Analysis Series) Год выпуска: 2000Автор: Svetlozar T. Rachev, Stefan MittnikИздательство: John Wiley and Sons, LtdСтраниц: 874ISBN: 0471953148Описание "The adoption of stable modeling in finance and econometrics is undoubtedly one of the most interesting and promising ideas which has arisen in these fields. It is now widely accepted that classical models for the description of the dynamics of financialand economic variable suffer form major structural weaknesses, as they fail to explain important features of the empirical data. Therefore, the search for new more powerful models is a fundamental and fascinating topic of research. In this book, Rachev and Mittnik, two of the most prominent experts in so-called Stable Finance, present a wealth of convincing arguments to support the claim that stable models offer the right approach to the subject. Their monograph, which collects a large part of the authors' work in sable financial modeling, brings together innovative insights as well as new elegant explanations financial and economic phenomena..." "...The book explains in a lucid and understandable manner how to extend a wide range...
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Ирина Спасибо вам большое за консультацию!!! Теперь если что только к вам буду обращаться!!! вот только с одной стороны стыдно что я не сама пишу, я сначала пыталась найти что нибудь, но было безполезно и мало времени, вам большой и низкий поклон!!! вот только осталось защитить как надо!!!
