Bookcover of Variance-gamma Distribution
Booktitle:

Variance-gamma Distribution

Betascript Publishing (2010-11-23 )

Books loader

Omni badge eligible for voucher
ISBN-13:

978-613-1-12710-6

ISBN-10:
6131127107
EAN:
9786131127106
Book language:
English
Blurb/Shorttext:
Please note that the content of this book primarily consists of articles available from Wikipedia or other free sources online. The variance-gamma distribution is a continuous probability distribution that is defined as the normal variance-mean mixture where the mixing density is the gamma distribution. The tails of the distribution decrease more slowly than the normal distribution. It is therefore suitable to model phenomena where numerically large values are more probable than is the case for the normal distribution. Examples are returns from financial assets and turbulent wind speeds. The distribution was introduced in the financial literature by Madan and Seneta. The variance-gamma distributions form a subclass of the generalised hyperbolic distributions.
Publishing house:
Betascript Publishing
Website:
https://www.betascript-publishing.com/
Edited by:
Lambert M. Surhone, Mariam T. Tennoe, Susan F. Henssonow
Number of pages:
112
Published on:
2010-11-23
Stock:
Available
Category:
Mathematics
Price:
39.00 €
Keywords:
Gamma distribution, Normal Distribution, normal distribution

Books loader

Newsletter

Adyen::amex Adyen::mc Adyen::visa Adyen::cup Adyen::unionpay Paypal CryptoWallet Wire Transfer

  0 products in the shopping cart
Edit cart
Loading frontend
LOADING