Fabio Gobbi – författare
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5 produkter
Dynamic Copula Methods in Finance
Av Umberto Cherubini, Sabrina Mulinacci m. fl.
Inbunden, 2011
1041 kr
Lägg i varukorg
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 …
Dynamic Copula Methods in Finance
Av Silvia Romagnoli, Fabio Gobbi m. fl.
E-bok, 2011
1212 kr
Lägg i varukorg
The latest tools and techniques for pricing and risk management This 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 …
Dynamic Copula Methods in Finance
Av Silvia Romagnoli, Fabio Gobbi m. fl.
E-bok, 2011
1212 kr
Lägg i varukorg
The latest tools and techniques for pricing and risk management This 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 …
Convolution Copula Econometrics
Av Umberto Cherubini, Fabio Gobbi m. fl.
Häftad, 2016
606 kr
Lägg i varukorg
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 independent increments …
Convolution Copula Econometrics
Av Sabrina Mulinacci, Fabio Gobbi m. fl.
E-bok, 2016
797 kr
Lägg i varukorg
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 independent increments …
