ISBN: 9780470683071 - dynamic copula methods in finance (the wiley finance series) (13 Ergebnisse)

HRD. Zustand: New. New Book. Shipped from UK. Established seller since 2000.

Zustand: new.

Zustand: New.

Zustand: New. In English.

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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. The latest tools and techniques for pricing and risk management This 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. Num Pages: 288 pages, Illustrations. BIC Classification: KFF; PBT. Category: (P) Professional & Vocational. Dimension: 250 x 177 x 23. Weight in Grams: 648. . 2011. 1st Edition. Hardcover. . . . .…

Zustand: New. pp. 288.

Zustand: New. The latest tools and techniques for pricing and risk management This 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. Num Pages: 288 pages, Illustrations. BIC Classification: KFF; PBT. Category: (P) Professional & Vocational. Dimension: 250 x 177 x 23. Weight in Grams: 648. . 2011. 1st Edition. Hardcover. . . . . Books ship from the US and Ireland.…

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Gebunden. Zustand: New. UMBERTO CHERUBINI is Associate Professor of Financial Mathematics at the University of Bologna, where he heads the Graduate Degree in Quantitative Finance. He is a fellow of the Financial Econometrics Research Center (FERC), a member of the Scientific Commi.

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.…

Buch. Zustand: Neu. Neuware - 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.…