Rachev, S. T.

Stable Paretian Models in Finance / Svetlozar Rachev and Stefan Mittnik. - Chichester ; New York : Wiley, c2000. - xviii, 855 p. : ill. ; 24 cm. - Series in financial economics and quantitative analysis .

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

0471953148

00709366

GB99-Y6748


Capital assets pricing model.
Finance--Mathematical models.
Investments--Mathematical models.
Options (Finance)
Capital assets pricing model.

332.015118 / RAC-S 2000 801039