Ebooks de Fabio Gobbi en PDF et EPUB

2 Livre(s)
Télécharger le livre : Convolution Copula Econometrics
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Convolution Copula Econometrics
Umberto Cherubini , Fabio Gobbi , Sabrina Mulinacci
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 structure in the increments and provides a generalization with respect to the standard linear...

Editeur : Springer
Parution : 2016-12-01
Collection : SpringerBriefs in Statistics
PDF, ePub

58,01 €
Télécharger le livre : Dynamic Copula Methods in Finance
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Dynamic Copula Methods in Finance
Umberto Cherubini , Fabio Gobbi , Sabrina Mulinacci , Silvia Romagnoli
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...

Editeur : Wiley
Parution : 2011-10-20
Collection : The Wiley Finance Series
PDF, ePub

85,88 €