MARC Record from marc_columbia

LEADER: 05129cam a2200661 i 4500
001 14751909
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010 $a 2019011684
035 $a(OCoLC)on1089840403
035 $a(NNC)14751909
040 $aDLC$beng$erda$cDLC$dOCLCO$dOCLCF$dN$T$dTYFRS$dYDX$dUKAHL$dORMDA$dOCLCO$dK6U
020 $a9781315162737$qelectronic book
020 $a1315162733$qelectronic book
020 $a9781351669092$qelectronic book
020 $a1351669095$qelectronic book
020 $a9781351669085$qelectronic book$qEPUB
020 $a1351669087$qelectronic book$qEPUB
020 $z9781351669078$qelectronic book$qMobipocket
020 $z1351669079$qelectronic book$qMobipocket
020 $z9781138060944$qhardcover$qalkaline paper
035 $a(OCoLC)1089840403
037 $a9781315162737$bTaylor & Francis
037 $a9781351669085$bO'Reilly Media
042 $apcc
050 4 $aHG106$b.F566 2019
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245 00 $aFinancial mathematics, volatility and covariance modelling.$nVolume 2 /$cedited by Julien Chevallier [and four others].
264 1 $aAbingdon, Oxon ;$aNew York, NY :$bRoutledge,$c2019.
264 4 $c©2019
300 $a1 online resource (381 pages)
336 $atext$btxt$2rdacontent
337 $acomputer$bn$2rdamedia
338 $aonline resource$bnc$2rdacarrier
490 0 $aRoutledge advances in applied financial econometrics ;$vVolume 2
504 $aIncludes bibliographical references and index.
520 $aThis 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: Volume2 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.
545 0 $aJulien Chevallier is Full Professor of Economics at the University Paris 8 (LED), France. He undertakes research and lectures on empirical finance, applied time-series econometrics, and commodity markets. He has published articles in leading refereed journals. Stephane Goutte is a Maître de Conférences-HDR of Financial Mathematics at University Paris 8, France and Senior Lecturer in Mathematics at University of Luxembourg. He is also a researcher at the Chair European Electricity Markets of Paris Dauphine PSL University. David Guerreiro is an Assistant Professor of Economics at the University Paris 8 (LED), France. His fields of research are International Macroeconomics, Monetary Economics and Meta-Analysis and he has published in numerous peer-reviewed journals. Sophie Saglio is an Assistant Professor of Economics at the University Paris 8 (LED), France. Her research focuses on international economics and finance and she has published in various peer-reviewed journals. Bilel Sanhaji is an Assistant Professor of Economics at the University Paris 8 (LED), France. His main research focuses on nonlinear time series econometrics and modelling volatility. He has published theoretical and applied research papers in various peer-reviewed journals.
588 $aDescription based on online resource; title from digital title page (viewed on September 03, 2019).
650 0 $aFinance$xMathematical models.
650 6 $aFinances$xModèles mathématiques.
650 7 $aBUSINESS & ECONOMICS / General$2bisacsh
650 7 $aBUSINESS & ECONOMICS / Econometrics$2bisacsh
650 7 $aBUSINESS & ECONOMICS / Economics / General$2bisacsh
650 7 $aFinance$xMathematical models.$2fast$0(OCoLC)fst00924398
655 0 $aElectronic books.
655 4 $aElectronic books.
700 1 $aChevallier, Julien,$eeditor.
776 08 $iPrint version:$tFinancial mathematics, volatility and covariance modelling$dAbingdon, Oxon ; New York, NY : Routledge, 2019$z9781138060944$w(DLC) 2019009498
856 40 $uhttp://www.columbia.edu/cgi-bin/cul/resolve?clio14751909$zTaylor & Francis eBooks
852 8 $blweb$hEBOOKS