{"product_id":"fattailed-skewed-asset-return-implications-for-risk-management-portfolio-selection-and-option-pricing-139-frank-j-fabozzi-series-9780471718864","title":"FatTailed Skewed Asset Return Implications for","description":"\u003cb\u003eBook Synopsis\u003c\/b\u003e\u003cbr\u003eA bridge between the highly technical theory of the statistical distribution of asset returns and real-world applications for portfolio and risk management   While mainstream theories and concepts assume that asset returns are normally distributed, empirical evidence shows otherwise.\u003cbr\u003e\u003cbr\u003e\u003cb\u003eTable of Contents\u003c\/b\u003e\u003cbr\u003ePreface.  \u003cp\u003eAbout the Authors.\u003c\/p\u003e \u003cp\u003eChapter 1: Introduction.\u003c\/p\u003e \u003cp\u003e\u003cb\u003ePART ONE: Probability and Statistics.\u003c\/b\u003e\u003c\/p\u003e \u003cp\u003eChapter 2: Discrete Probability Distributions.\u003c\/p\u003e \u003cp\u003eChapter 3: Continuous Probability Distributions.\u003c\/p\u003e \u003cp\u003eChapter 4: Describing a Probability Distribution Function: Statistical Moments and Quantiles.\u003c\/p\u003e \u003cp\u003eChapter 5: Joint Probability Distributions.\u003c\/p\u003e \u003cp\u003eChapter 6: Copulas.\u003c\/p\u003e \u003cp\u003eChapter 7: Stable Distributions.\u003c\/p\u003e \u003cp\u003eChapter 8: Estimation Methodologies.\u003c\/p\u003e \u003cp\u003e\u003cb\u003ePART TWO: Stochastic Processes.\u003c\/b\u003e\u003c\/p\u003e \u003cp\u003eChapter 9: Stochastic Processes in Discrete Time and Time Series Analysis.\u003c\/p\u003e \u003cp\u003eChapter 10: Stochastic Processes in Continuous Time.\u003c\/p\u003e \u003cp\u003e\u003cb\u003ePART THREE: Portfolio Selection.\u003c\/b\u003e\u003c\/p\u003e \u003cp\u003eChapter 11: Equity and Bond Return Distributions.\u003c\/p\u003e \u003cp\u003eChapter 12: Risk Measures and Portfolio Selection.\u003c\/p\u003e \u003cp\u003eChapter 13: Risk Measures in Portfolio Optimization and Performance Measures.\u003c\/p\u003e \u003cp\u003e\u003cb\u003ePART FOUR: Risk Management.\u003c\/b\u003e\u003c\/p\u003e \u003cp\u003eChapter 14: Market Risk.\u003c\/p\u003e \u003cp\u003eChapter 15: Credit Risk.\u003c\/p\u003e \u003cp\u003eChapter 16: Operational Risk.\u003c\/p\u003e \u003cp\u003e\u003cb\u003ePART FIVE: Option Pricing.\u003c\/b\u003e\u003c\/p\u003e \u003cp\u003eChapter 17: Introduction to Option Pricing and the Binomial Model.\u003c\/p\u003e \u003cp\u003eChapter 18: Black-Scholes Option Pricing Model.\u003c\/p\u003e \u003cp\u003eChapter 19: Extension of the Black-Scholes Model and Alternative Approaches.\u003c\/p\u003e \u003cp\u003eINDEX.\u003c\/p\u003e","brand":"John Wiley \u0026 Sons Inc","offers":[{"title":"Default Title","offer_id":49402660553047,"sku":"9780471718864","price":60.0,"currency_code":"GBP","in_stock":true}],"thumbnail_url":"\/\/cdn.shopify.com\/s\/files\/1\/0817\/1739\/5799\/files\/9780471718864.jpg?v=1730481148","url":"https:\/\/bookcurl.com\/products\/fattailed-skewed-asset-return-implications-for-risk-management-portfolio-selection-and-option-pricing-139-frank-j-fabozzi-series-9780471718864","provider":"Book Curl","version":"1.0","type":"link"}