Mulinacci sabrina (16 Ergebnisse)

paperback. Zustand: Very Good.

Paperback. Zustand: Brand New. 100 pages. 9.00x6.00x0.25 inches. In Stock.

Zustand: New.

Zustand: New. In English.

Zustand: As New. Unread book in perfect condition.

Hardback. Zustand: New. 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 briefly introduce the standard the theory of copula functions, before examining the link between copulas and Markov processes. It will then introduce new techniques to design Markov processes that are suited to represent the dynamics of market risk factors and their co-movement, providing techniques to both estimate and simulate such dynamics. The second part of the book will show readers how to apply these methods to the evaluation of pricing of multivariate derivative contracts in the equity and credit markets. It will then move on to explore the applications of joint temporal and cross-section aggregation to the problem of risk integration.…

Zustand: New. pp. 288.

Zustand: New.

Gebunden. Zustand: New.

Zustand: New.

Taschenbuch. Zustand: Neu. Druck auf Anfrage Neuware - Printed after ordering - 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 like non-exchangeability, tail dependencies and the presence of a singular component. The book presents cutting-edge contributions in this research area, with a particular emphasis on financial and economic applications. It is recommended for researchers working in applied probability and statistics, as well as for practitioners interested in the use of stochastic models in economics. This volume collects selected contributions from the conference 'Marshall-Olkin Distributions: Advances in Theory and Applications,' held in Bologna on October 2-3, 2013.…

Buch. Zustand: Neu. Druck auf Anfrage Neuware - Printed after ordering - 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 like non-exchangeability, tail dependencies and the presence of a singular component. The book presents cutting-edge contributions in this research area, with a particular emphasis on financial and economic applications. It is recommended for researchers working in applied probability and statistics, as well as for practitioners interested in the use of stochastic models in economics. This volume collects selected contributions from the conference 'Marshall-Olkin Distributions: Advances in Theory and Applications,' held in Bologna on October 2-3, 2013.…

Hardcover. Zustand: Brand New. 2015 edition. 120 pages. 9.50x6.50x0.75 inches. In Stock.

Taschenbuch. Zustand: Neu. Marshall Olkin Distributions - Advances in Theory and Applications | Bologna, Italy, October 2013 | Umberto Cherubini (u. a.) | Taschenbuch | xv | Englisch | 2016 | Springer | EAN 9783319384481 | Verantwortliche Person für die EU: Springer Verlag GmbH, Tiergartenstr. 17, 69121 Heidelberg, juergen[dot]hartmann[at]springer[dot]com | Anbieter: preigu. …

Hardback. Zustand: New. 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 briefly introduce the standard the theory of copula functions, before examining the link between copulas and Markov processes. It will then introduce new techniques to design Markov processes that are suited to represent the dynamics of market risk factors and their co-movement, providing techniques to both estimate and simulate such dynamics. The second part of the book will show readers how to apply these methods to the evaluation of pricing of multivariate derivative contracts in the equity and credit markets. It will then move on to explore the applications of joint temporal and cross-section aggregation to the problem of risk integration.…

Paperback. Zustand: Brand New. reprint edition. 128 pages. 9.25x6.10x0.30 inches. In Stock.