Sökt på: Böcker av Umberto Cherubini
totalt 14 träffar
Copula Methods in Finance
The evaluation and risk measurement of portfolios of complex non-linear positions and non-normal risk factors has become a major nightmare for people working in the structured …
Structured Finance
Structured Finance: The Object Orientated Approach is aimed at both the finance and IT professionals involved in the structured finance business with the intention of sharing …
Copula Methods in Finance
Copula Methods in Finance is the first book to address the mathematics of copula functions illustrated with finance applications. It explains copulas by means of applications to …
Dynamic Copula Methods in Finance
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 …
Marshall Olkin Distributions - Advances in Theory and Applications
This book presents the latest advances in the theory and practice of Marshall-Olkin distributions. These distributions have been increasingly applied in statistical practice in …
Fourier Transform Methods in Finance
In recent years, Fourier transform methods have emerged as one of the major methodologies for the evaluation of derivative contracts, largely due to the need to strike a balance …
Marshall Olkin Distributions - Advances in Theory and Applications
This book presents the latest advances in the theory and practice of Marshall-Olkin distributions. These distributions have been increasingly applied in statistical practice in …
Convolution Copula Econometrics
This book presents a novel approach to time series econometrics, which studies the behavior of nonlinear stochastic processes. This approach allows for an arbitrary dependence …
Marshall Olkin Distributions - Advances in Theory and Applications
This book presents the latest advances in the theory and practice of Marshall-Olkin distributions. These distributions have been increasingly applied in statistical practice in …
Fourier Transform Methods in Finance
In recent years, Fourier transform methods have emerged as one of the major methodologies for the evaluation of derivative contracts, largely due to the need to strike a balance …
Structured Finance
Structured Finance: The Object Orientated Approach is aimed at both the finance and IT professionals involved in the structured finance business with the intention of sharing …
Convolution Copula Econometrics
This book presents a novel approach to time series econometrics, which studies the behavior of nonlinear stochastic processes. This approach allows for an arbitrary dependence …