Contents of the Handbook
Heavy Tails in Finance for Independent or Multifractal Price Increments
BENOIT B. MANDELBROT
Financial Risk and Heavy Tails
BRENDAN O. BRADLEY and MURAD S. TAQQU
Modeling Financial Data with Stable Distributions
JOHN P. NOLAN
Statistical Issues in Modeling Multivariate Stable Portfolios
TOMASZ J. KOZUBOWSKI, ANNA K. PANORSKA and SVETLOZAR T. RACHEV
Jump-Diffusion Models
WOLFGANG J. RUNGGALDIER
Hyperbolic Processes in Finance
BO MARTIN BIBBY and MICHAEL SØRENSEN
Stable Modeling of Market and Credit Value at Risk
SVETLOZAR T. RACHEV, EDUARDO S. SCHWARTZ and IRINA KHINDANOVA
Modelling Dependence with Copulas and Applications to Risk Management
PAUL EMBRECHTS, FILIP ...
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