Marcus keppeler (5 risultati)

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Paperback. Condizione: Very Good. Margining Systems For An Energy Exchange: a copula based approach This book is in very good condition and will be shipped within 24 hours of ordering. The cover may have some limited signs of wear but the pages are clean, intact and the spine remains undamaged. This book has clearly been well maintained and looked after thus far. Money back guarantee if you are not satisfied. See all our books here, order more than 1 book and get discounted shipping. .…

Taschenbuch. Condizione: Neu. Margining Systems For An Energy Exchange | a copula based approach | Marcus Keppeler | Taschenbuch | Englisch | VDM Verlag Dr. Müller | EAN 9783639346268 | Verantwortliche Person für die EU: preigu GmbH & Co. KG, Lengericher Landstr. 19, 49078 Osnabrück, mail[at]preigu[dot]de | Anbieter: preigu. …

Kartoniert / Broschiert. Condizione: New. Dieser Artikel ist ein Print on Demand Artikel und wird nach Ihrer Bestellung fuer Sie gedruckt. Autor/Autorin: Keppeler MarcusMarcus Keppeler was born in 1980 in Ravensburg, Germany. He graduated from the University of Konstanz in 2006 with a diploma in Mathematical Finance. He is currently working as a Risk Analyst in London, United Kingdom.…

Taschenbuch. Condizione: Neu. nach der Bestellung gedruckt Neuware - Printed after ordering - A clearing houses acting as central counterparty collects collaterals via margin calls to cover a portfolio's market risk. Over the past few years exchange trading volumes in commodity trading and in particular for energy related products have grown massively. At the same time the margin models applied by clearing houses have hardly changed. The margin systems SPAN and TIMS are based on simple calculation methodologies from the 1970s but are still by far the most used systems by clearing houses. This work introduces the concept of copula in which marginal distributions of the single risk factors can be modelled separately from their multivariate dependence structure. It compares a T-copula model and a variation of it, the grouped T-copula, with a Gaussian copula and the TIMS system and proves the superiority of the T-copula models.…