5 résultat(s)
Télécharger le livre : Convolution Copula Econometrics
Umberto Cherubini , Fabio Gobbi , Sabrina Mulinacci
Convolution Copula Econometrics
This book presents a novel approach to time series econometrics, which studies the behavior of nonlinear stochastic processes.This approach allows for an arbitrary dependence structure in the increments and provides a generalization with respect to the standard linear...
Editeur : Springer
Parution : 2016-12-01
Collection : SpringerBriefs in Statistics
Format(s) : PDF, ePub
58,29 €
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Télécharger le livre : Marshall Olkin Distributions - Advances in Theory and Applications
Umberto Cherubini , Fabrizio Durante , Sabrina Mulinacci
Marshall Olkin Distributions - Advances in Theory and Applications
This book presents the latest advances in the theory and practice of Marshall-Olkin distributions. These distributions have been increasingly applied in statistical practice in recent years, as they make it possible to describe interesting features of stochastic models...
Editeur : Springer
Parution : 2015-06-01
Collection : Springer Proceedings in Mathematics & Statistics
Format(s) : PDF, ePub
95,39 €
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Télécharger le livre : Dynamic Copula Methods in Finance
Umberto Cherubini , Fabio Gobbi , Sabrina Mulinacci , Silvia Romagnoli
Dynamic Copula Methods in Finance
The latest tools and techniques for pricing and risk managementThis book introduces readers to the use of copula functions to represent the dynamics of financial assets and risk factors, integrated temporal and cross-section applications.The first part of the book will...
Editeur : Wiley
Parution : 2011-10-20
Collection : The Wiley Finance Series
Format(s) : PDF, ePub
86,28 €
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Télécharger le livre : Fourier Transform Methods in Finance
Umberto Cherubini , Giovanni Della Lunga , Sabrina Mulinacci , Pietro Rossi
Fourier Transform Methods in Finance
In recent years, Fourier transform methods have emerged as one of the major methodologies for the evaluation of derivative contracts, largely due to the need to strike a balance between the extension of existing pricing models beyond the traditional Black-Scholes...
Editeur : Wiley
Parution : 2010-01-05
Collection : The Wiley Finance Series
Format(s) : PDF, ePub
95,82 €
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Télécharger le livre : Structured Finance
Umberto Cherubini , Giovanni Della Lunga
Structured Finance
Structured Finance: The Object Orientated Approach is aimed at both the finance and IT professionals involved in the structured finance business with the intention of sharing common concepts and language within the industry. The financial community (structurers, pricers...
Editeur : Wiley
Parution : 2007-04-30
Collection : The Wiley Finance Series
Format(s) : PDF
83,85 €
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