 
Fat-Tailed and Skewed Asset Return Distributions: Implications for Risk Management, Portfolio Selection, and Option Pricing
ISBN: 978-0-471-75890-7
Adobe E-Book
369 pages
September 2005
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About the Authors.
Chapter 1: Introduction.
PART ONE: Probability and Statistics.
Chapter 2: Discrete Probability Distributions.
Chapter 3: Continuous Probability Distributions.
Chapter 4: Describing a Probability Distribution Function: Statistical Moments and Quantiles.
Chapter 5: Joint Probability Distributions.
Chapter 6: Copulas.
Chapter 7: Stable Distributions.
Chapter 8: Estimation Methodologies.
PART TWO: Stochastic Processes.
Chapter 9: Stochastic Processes in Discrete Time and Time Series Analysis.
Chapter 10: Stochastic Processes in Continuous Time.
PART THREE: Portfolio Selection.
Chapter 11: Equity and Bond Return Distributions.
Chapter 12: Risk Measures and Portfolio Selection.
Chapter 13: Risk Measures in Portfolio Optimization and Performance Measures.
PART FOUR: Risk Management.
Chapter 14: Market Risk.
Chapter 15: Credit Risk.
Chapter 16: Operational Risk.
PART FIVE: Option Pricing.
Chapter 17: Introduction to Option Pricing and the Binomial Model.
Chapter 18: Black-Scholes Option Pricing Model.
Chapter 19: Extension of the Black-Scholes Model and Alternative Approaches.
INDEX.
