Stable paretian models in finance

Author(s)

• Rachev, S. T. (Svetlozar Todorov)
• Mittnik, Stefan

Bibliographic Information

Stable paretian models in finance

Svetlozar Rachev and Stefan Mittnik

（Series in financial economics and quantitative analysis）

J. Wiley, c2000

Note

Includes bibliographical references (p. 745-827) and indexes

Details

• NCID: BA4685798X
• ISBN:
  • 0471953148
• Country Code: uk
• Title Language Code: eng
• Text Language Code: eng
• Place of Publication: Chichester
• Pages/Volumes: xviii, 855 p.
• Size: 24 cm
• Classification:
  • NDC9 : 338.1
  • DC21 : 332.6
• Subject Headings:
  • LCSH : Capital assets pricing model
  • LCSH : Options (Finance)
• Parent Bibliography ID:
  • BA23162537