Financial Mathematics, Volatility and Covariance Modelling: Volume 2 (Routledge Advances in Applied Financial Econometrics)
By: and and and and
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- Synopsis
- 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: Volume 2 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.
- Copyright:
- 2018
Book Details
- Book Quality:
- Publisher Quality
- Book Size:
- 370 Pages
- ISBN-13:
- 9781351669085
- Related ISBNs:
- 9781138060944, 9780367785581, 9781315162737
- Publisher:
- Taylor and Francis
- Date of Addition:
- 11/22/21
- Copyrighted By:
- selection and editorial matter, Julien Chevallier, St
- Adult content:
- No
- Language:
- English
- Has Image Descriptions:
- No
- Categories:
- Nonfiction, Business and Finance, Mathematics and Statistics
- Submitted By:
- Bookshare Staff
- Usage Restrictions:
- This is a copyrighted book.
- Edited by:
- Bilel Sanhaji
- Edited by:
- Sophie Saglio
- Edited by:
- David Guerreiro
- Edited by:
- Stéphane Goutte
- Edited by:
- Julien Chevallier
Reviews
Other Books
- by Julien Chevallier
- by Stéphane Goutte
- by David Guerreiro
- by Sophie Saglio
- by Bilel Sanhaji
- in Nonfiction
- in Business and Finance
- in Mathematics and Statistics