Pricing Derivatives Written on Assets with Arbitrary Skewness and Kurtosis

Pricing Derivatives Written on Assets with Arbitrary Skewness and Kurtosis
Author: John L. Knight
Publisher:
Total Pages: 21
Release: 1997
Genre: Derivative securities
ISBN:

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Pricing Derivatives Written on Assets with Arbitrary Skewness and Kurtosis
Language: en
Pages: 21
Authors: John L. Knight
Categories: Derivative securities
Type: BOOK - Published: 1997 - Publisher:

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Return Distributions in Finance
Language: en
Pages: 329
Authors: Stephen Satchell
Categories: Business & Economics
Type: BOOK - Published: 2000-12-08 - Publisher: Elsevier

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Quantitative methods have revolutionised the area of trading, regulation, risk management, portfolio construction, asset pricing and treasury activities, and go
Pricing Interest Rate Derivatives with Arbitrary Skewness and Kurtosis
Language: en
Pages: 31
Authors: Sanjiv R. Das
Categories:
Type: BOOK - Published: 1995 - Publisher:

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Term structure models employing jump-diffusion processes may be used to accommodate the observed skewness and kurtosis of interest rates. This paper extends the
Pricing Interest Rate Derivatives with Arbitrary Skewness and Kurtosis
Language: en
Pages: 31
Authors: Sanjiv R. Das
Categories:
Type: BOOK - Published: 1995 - Publisher:

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Term structure models employing jump-diffusion processes may be used to accommodate the observed skewness and kurtosis of interest rates. This paper extends the
Contents of Recent Economics Journals
Language: en
Pages: 366
Authors:
Categories: Economics
Type: BOOK - Published: 1998-06-19 - Publisher:

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