The Variance Gamma (VG) Model with Long Range Dependence

The Variance Gamma (VG) Model with Long Range Dependence
Author :
Publisher :
Total Pages : 256
Release :
ISBN-10 : OCLC:318634419
ISBN-13 :
Rating : 4/5 (19 Downloads)

Book Synopsis The Variance Gamma (VG) Model with Long Range Dependence by : Richard Finlay

Download or read book The Variance Gamma (VG) Model with Long Range Dependence written by Richard Finlay and published by . This book was released on 2009 with total page 256 pages. Available in PDF, EPUB and Kindle. Book excerpt:


The Variance Gamma (VG) Model with Long Range Dependence Related Books

The Variance Gamma (VG) Model with Long Range Dependence
Language: en
Pages: 256
Authors: Richard Finlay
Categories: Stocks
Type: BOOK - Published: 2009 - Publisher:

DOWNLOAD EBOOK

High Variability and Long-range Dependence
Language: en
Pages: 456
Authors: Joshua Bennett Levy
Categories: Random variables
Type: BOOK - Published: 1983 - Publisher:

DOWNLOAD EBOOK

Tail Dependence and Mixing in the Variance Gamma and Related Models
Language: en
Pages: 272
Authors: Ting Fung Thomas Ho
Categories: Analysis of variance
Type: BOOK - Published: 2009 - Publisher:

DOWNLOAD EBOOK

Variance Gamma in Constructing Implied Volatility Surfaces
Language: en
Pages: 106
Authors:
Categories:
Type: BOOK - Published: 2001 - Publisher:

DOWNLOAD EBOOK

Mathematical and Statistical Methods for Actuarial Sciences and Finance
Language: en
Pages: 315
Authors: Marco Corazza
Categories: Mathematics
Type: BOOK - Published: 2011-06-07 - Publisher: Springer Science & Business Media

DOWNLOAD EBOOK

This book features selected papers from the international conference MAF 2008 that cover a wide variety of subjects in actuarial, insurance and financial fields