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Julien Chevallier & Stephane Goutte 
Financial Mathematics, Volatility and Covariance Modelling [EPUB ebook] 
Volume 2

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Sampul Julien Chevallier & Stephane Goutte: Financial Mathematics, Volatility and Covariance Modelling (ePUB)

This book provides an up-to-date series of advanced chapters on applied financial econometric techniques pertaining the various fields of commodities finance, mathematics & stochastics, international macroeconomics and financial econometrics. Financial Mathematics, Volatility and Covariance Modelling: Volume 2 provides a key repository on the current state of knowledge, the latest debates and recent literature on financial mathematics, volatility and covariance modelling. The first section is devoted to mathematical finance, stochastic modelling and control optimization. Chapters explore the recent financial crisis, the increase of uncertainty and volatility, and propose an alternative approach to deal with these issues. The second section covers financial volatility and covariance modelling and explores proposals for dealing with recent developments in financial econometrics This book will be useful to students and researchers in applied econometrics; academics and students seeking convenient access to an unfamiliar area. It will also be of great interest established researchers seeking a single repository on the current state of knowledge, current debates and relevant literature.

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Bahasa Inggris ● Format EPUB ● Halaman 380 ● ISBN 9781351669085 ● Editor Julien Chevallier & Stephane Goutte ● Penerbit Taylor and Francis ● Diterbitkan 2019 ● Diunduh 3 kali ● Mata uang EUR ● ID 7122597 ● Perlindungan salinan Adobe DRM
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