Gobbi fabio (24 risultati)

Condizione: Very Good. Used - Very Good.

Paperback. Condizione: New.

Condizione: New. In English.

Hardcover. Condizione: Very Good. Condizione sovraccoperta: Very Good. 1st Edition. 2012.Hardcover.Very good,very good.274 pages.Ships from Japan.Usually ships in 1-2 working days.

Condizione: New.

Condizione: New.

Condizione: As New. Unread book in perfect condition.

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

Condizione: New.

Condizione: New. In English.

Condizione: As New. Unread book in perfect condition.

Hardback. Condizione: 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.…

Condizione: New. pp. 288.

Condizione: New. pp. 288.

Condizione: New.

Hardback. Condizione: 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.…

Condizione: Hervorragend. Zustand: Hervorragend | Sprache: Italienisch | Produktart: Bücher | Keine Beschreibung verfügbar.

Softcover. Condizione: gut. 2019. La più piccola ero io. Un racconto e 11 lieder. Con CD-Audio (Cahiers) In deutscher Sprache. pages.

Condizione: New. Print on Demand.

Condizione: New. PRINT ON DEMAND.

Condizione: New. Dieser Artikel ist ein Print on Demand Artikel und wird nach Ihrer Bestellung fuer Sie gedruckt. Provides ideas for further research in the field of time series analysis and copula functionsPresents an authoritative contribution on long memory features of macroeconomic and financial time seriesExplores the use of convolution-based econ.…

Hardcover. Condizione: Brand New. 1st edition. 284 pages. 9.84x6.85x0.87 inches. In Stock. This item is printed on demand.

Condizione: New. PRINT ON DEMAND pp. 288.

Condizione: New. WE CAN PROVIDE ANY BOOK FROM BRAZIL ! ---- All our books are Shipped with Fedex or the Brasilian Post for standard Shipment, Fedex or DHL for expedited shipment. ---- For more information, please contact us. ---- The book will be sent from Brazil. ----- This is a Print on Demand book (POD).…