Financial Mathematics, Volatility And Covariance Modelling
Volume 2
by Julien Chevallier, Stéphane Goutte, David Guerreiro, and Sophie Saglio
- 1 Currently reading
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.
Check nearby libraries
Buy this book
Subjects
Econometrics, Time series analysis, Finance, Macroeconomics, Market research, Mathematical modelling, Statistical modelling, Mathematical statistics, Stochastic processes, Multivariate analysis, Statistical inference, Finance, mathematical models, Mathematical models, Finances, Modèles mathématiques, BUSINESS & ECONOMICS / General, BUSINESS & ECONOMICS / Econometrics, BUSINESS & ECONOMICS / Economics / GeneralPlaces
MiltonShowing 5 featured editions. View all 5 editions?
| Edition | Availability |
|---|---|
1
Financial Mathematics Volatility and Covariance Modelling
2021, Taylor & Francis Group
in English
0367785587 9780367785581
|
zzzz
Libraries near you:
WorldCat
|
|
2
Financial Mathematics, Volatility and Covariance Modelling: Volume 2
2019, Taylor & Francis Group
in English
1351669079 9781351669078
|
zzzz
Libraries near you:
WorldCat
|
|
3
Financial Mathematics, Volatility and Covariance Modelling: Volume 2
2019, Taylor & Francis Group
in English
1351669087 9781351669085
|
zzzz
Libraries near you:
WorldCat
|
4
Financial Mathematics, Volatility And Covariance Modelling: Volume 2
July 15, 2019, Routledge
Paperback; Hardcover
in English
- First edition
1138060941 9781138060944
|
aaaa
Libraries near you:
WorldCat
|
|
5
Financial Mathematics, Volatility and Covariance Modelling: Volume 2
2019, Taylor & Francis Group
in English
1351669095 9781351669092
|
zzzz
Libraries near you:
WorldCat
|
Book Details
Edition Notes
The Routledge Advances in Applied Financial Econometrics series brings together the latest research on econometric techniques and empirical cases in the fields of commodities finance, mathematics and stochastics, international macroeconomics and financial econometrics. It provides a single repository on the current state of knowledge, the latest debates and recent literature in the field.
Includes bibliographical references and index.
Classifications
Contributors
The Physical Object
ID Numbers
Source records
Better World Books recordBetter World Books record
Promise Item
marc_columbia MARC record
marc_columbia MARC record
amazon.com record
Work Description
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.
Links outside Open Library
Community Reviews (0)
Feedback?Lists
See All
| December 16, 2022 | Edited by MARC Bot | import existing book |
| September 21, 2021 | Edited by ImportBot | import existing book |
| October 11, 2019 | Edited by Kaustubh Chakraborty | Added new cover |
| October 11, 2019 | Edited by Kaustubh Chakraborty | Edited person |
| October 11, 2019 | Created by Kaustubh Chakraborty | Added new book. |