Financial mathematics, volatility and covariance modelling, Volume 2:
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 Mode...
Gespeichert in:
| Weitere Verfasser: | |
|---|---|
| Format: | Elektronisch E-Book |
| Sprache: | English |
| Veröffentlicht: |
Abingdon, Oxon
Routledge
2019
|
| Schriftenreihe: | Routledge advances in applied financial econometrics
|
| Schlagworte: | |
| Online-Zugang: | UEI01 Volltext |
| Zusammenfassung: | 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: 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 |
| Beschreibung: | Description based on online resource; title from digital title page (viewed on September 03, 2019) |
| Beschreibung: | 1 online resource (381 pages) |
| ISBN: | 9781315162737 1315162733 9781351669092 1351669095 9781351669085 1351669087 |
| DOI: | 10.4324/9781315162737 |
Internformat
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| isbn | 9781315162737 1315162733 9781351669092 1351669095 9781351669085 1351669087 |
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| spelling | Financial mathematics, volatility and covariance modelling, Volume 2 edited by Julien Chevallier [and four others] Abingdon, Oxon Routledge 2019 © 2019 1 online resource (381 pages) txt rdacontent c rdamedia cr rdacarrier Routledge advances in applied financial econometrics Description based on online resource; title from digital title page (viewed on September 03, 2019) 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: 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 Finance / Mathematical models Chevallier, Julien edt https://doi.org/10.4324/9781315162737 Verlag URL des Erstveröffentlichers Volltext |
| spellingShingle | Financial mathematics, volatility and covariance modelling, Volume 2 Finance / Mathematical models |
| title | Financial mathematics, volatility and covariance modelling, Volume 2 |
| title_auth | Financial mathematics, volatility and covariance modelling, Volume 2 |
| title_exact_search | Financial mathematics, volatility and covariance modelling, Volume 2 |
| title_exact_search_txtP | Financial mathematics, volatility and covariance modelling, Volume 2 |
| title_full | Financial mathematics, volatility and covariance modelling, Volume 2 edited by Julien Chevallier [and four others] |
| title_fullStr | Financial mathematics, volatility and covariance modelling, Volume 2 edited by Julien Chevallier [and four others] |
| title_full_unstemmed | Financial mathematics, volatility and covariance modelling, Volume 2 edited by Julien Chevallier [and four others] |
| title_short | Financial mathematics, volatility and covariance modelling, Volume 2 |
| title_sort | financial mathematics volatility and covariance modelling volume 2 |
| topic | Finance / Mathematical models |
| topic_facet | Finance / Mathematical models |
| url | https://doi.org/10.4324/9781315162737 |
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