Read Handbook Of Heavy-tailed Distributions In Asset Management And Risk Management

Handbook Of Heavy-tailed Distributions In Asset Management And Risk Management

Michele Leonardo Bianchi

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Description:The study of heavy-tailed distributions allows researchers to represent phenomena that occasionally exhibit very large deviations from the mean. The dynamics underlying these phenomena is an interesting theoretical subject, but the study of their statistical properties is in itself a very useful endeavor from the point of view of managing assets and controlling risk. In this book, the authors are primarily concerned with the statistical properties of heavy-tailed distributions and with the processes that exhibit jumps. A detailed overview with a Matlab implementation of heavy-tailed models applied in asset management and risk managements is presented. The book is not intended as a theoretical treatise on probability or statistics, but as a tool to understand the main concepts regarding heavy-tailed random variables and processes as applied to real-world applications in finance. Accordingly, the authors review approaches and methodologies whose realization will be useful for developing new methods for forecasting of financial variables where extreme events are not treated as anomalies, but as intrinsic parts of the economic process.We have made it easy for you to find a PDF Ebooks without any digging. And by having access to our ebooks online or by storing it on your computer, you have convenient answers with Handbook Of Heavy-tailed Distributions In Asset Management And Risk Management. To get started finding Handbook Of Heavy-tailed Distributions In Asset Management And Risk Management, you are right to find our website which has a comprehensive collection of manuals listed.
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Pages: 598

Format: PDF, EPUB & Kindle Edition

Publisher: World Scientific

Release: 2019

ISBN: euxt

Description: The study of heavy-tailed distributions allows researchers to represent phenomena that occasionally exhibit very large deviations from the mean. The dynamics underlying these phenomena is an interesting theoretical subject, but the study of their statistical properties is in itself a very useful endeavor from the point of view of managing assets and controlling risk. In this book, the authors are primarily concerned with the statistical properties of heavy-tailed distributions and with the processes that exhibit jumps. A detailed overview with a Matlab implementation of heavy-tailed models applied in asset management and risk managements is presented. The book is not intended as a theoretical treatise on probability or statistics, but as a tool to understand the main concepts regarding heavy-tailed random variables and processes as applied to real-world applications in finance. Accordingly, the authors review approaches and methodologies whose realization will be useful for developing new methods for forecasting of financial variables where extreme events are not treated as anomalies, but as intrinsic parts of the economic process.We have made it easy for you to find a PDF Ebooks without any digging. And by having access to our ebooks online or by storing it on your computer, you have convenient answers with Handbook Of Heavy-tailed Distributions In Asset Management And Risk Management. To get started finding Handbook Of Heavy-tailed Distributions In Asset Management And Risk Management, you are right to find our website which has a comprehensive collection of manuals listed.
Our library is the biggest of these that have literally hundreds of thousands of different products represented.

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Handbook Of Heavy-tailed Distributions In Asset Management And Risk Management

Handbook Of Heavy-tailed Distributions In Asset Management And Risk Management

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