| 000 | 01013camuu22003014a 4500 | |
| 001 | 000045365101 | |
| 005 | 20070625094938 | |
| 008 | 060314s2007 enka b 001 0 eng | |
| 010 | ▼a 2006923899 | |
| 020 | ▼a 9781846284199 | |
| 020 | ▼a 1846284198 | |
| 035 | ▼a (KERIS)REF000013014358 | |
| 040 | ▼a DLC ▼c DLC ▼d DLC ▼d 244002 | |
| 050 | 0 0 | ▼a HG106 ▼b .J66 2007 |
| 082 | 0 0 | ▼a 332.01595 ▼2 22 |
| 090 | ▼a 332.01595 ▼b J76f | |
| 100 | 1 | ▼a Jondeau, Eric. |
| 245 | 1 0 | ▼a Financial modeling under non-gaussian distributions / ▼c Eric Jondeau, Ser-Huang Poon, and Michael Rockinger. |
| 260 | ▼a London : ▼b Springer , ▼c c2007. | |
| 300 | ▼a xviii, 541 p. : ▼b ill. ; ▼c 24 cm. | |
| 490 | 0 | ▼a Springer finance |
| 490 | 0 | ▼a Springer finance |
| 504 | ▼a Includes bibliographical references (p. [507]-533) and index. | |
| 650 | 0 | ▼a Finance ▼x Mathematical models. |
| 650 | 0 | ▼a Distribution (Economic theory) |
| 700 | 1 | ▼a Poon, Ser-Huang. |
| 700 | 1 | ▼a Rockinger, Michael. |
Holdings Information
| No. | Location | Call Number | Accession No. | Availability | Due Date | Make a Reservation | Service |
|---|---|---|---|---|---|---|---|
| No. 1 | Location Main Library/Western Books/ | Call Number 332.01595 J76f | Accession No. 111423597 | Availability Available | Due Date | Make a Reservation | Service |
| No. 2 | Location Sejong Academic Information Center/Social Science/ | Call Number 332.01595 J76f | Accession No. 151233436 | Availability Available | Due Date | Make a Reservation | Service |
| No. | Location | Call Number | Accession No. | Availability | Due Date | Make a Reservation | Service |
|---|---|---|---|---|---|---|---|
| No. 1 | Location Main Library/Western Books/ | Call Number 332.01595 J76f | Accession No. 111423597 | Availability Available | Due Date | Make a Reservation | Service |
| No. | Location | Call Number | Accession No. | Availability | Due Date | Make a Reservation | Service |
|---|---|---|---|---|---|---|---|
| No. 1 | Location Sejong Academic Information Center/Social Science/ | Call Number 332.01595 J76f | Accession No. 151233436 | Availability Available | Due Date | Make a Reservation | Service |
Contents information
Table of Contents
Financial Markets and Financial Time Series.- Statistical Properties of Financial Market Data.- Functioning of Financial Markets and Theoretical Models for Returns.- Econometric Modeling of Asset Returns.- Modeling Volatility.- Modeling Higher Moments.- Modeling Correlation.- Extreme Value Theory.- Applications of Non-Gaussian Econometrics.- Risk Management and VaR.- Portfolio Allocation.- Option Pricing with Non-Gaussian Returns.- Fundamentals of Option Pricing.- Non-structural Option Pricing.- Structural Option Pricing.- Appendices on Option Pricing Mathematics.- Brownian Motion and Stochastic Calculus.- Martingale and Changing Measure.- Characteristic Functions and Fourier Transforms.- Jump Processes.- Levy Processes.
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