Abstract
This book is about the modeling of asset returns when the normality assumption does not apply. It provides an up-to-date and step-by-step description of the tools that are useful for the modeling of non-Gaussian asset return distributions and for option pricing in the non-Gaussian context.
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© 2007 Springer-Verlag London Limited
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(2007). Introduction. In: Financial Modeling Under Non-Gaussian Distributions. Springer Finance. Springer, London. https://doi.org/10.1007/978-1-84628-696-4_1
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DOI: https://doi.org/10.1007/978-1-84628-696-4_1
Publisher Name: Springer, London
Print ISBN: 978-1-84628-419-9
Online ISBN: 978-1-84628-696-4
eBook Packages: Mathematics and StatisticsMathematics and Statistics (R0)