Umberto Cherubini – författare
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14 produkter
Structured Finance
The Object Oriented Approach
Av Umberto Cherubini, Giovanni Della Lunga
2007
1230 kr
Lägg i varukorg
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 common concepts and language within the industry. The financial community (structurers, pricers and risk managers) view …
Structured Finance
The Object Oriented Approach
Av Giovanni Della Lunga, Umberto Cherubini
E-bok, 2007
1242 kr
Lägg i varukorg
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 common concepts and language within the industry. The financial community (structurers, pricers and risk managers) view …
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 …
Fourier Transform Methods in Finance
Av Pietro Rossi, Sabrina Mulinacci m. fl.
E-bok, 2010
1340 kr
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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 between the extension of existing pricing models beyond the traditional Black - Scholes setting and a need to evaluate …
Fourier Transform Methods in Finance
Av Pietro Rossi, Sabrina Mulinacci m. fl.
E-bok, 2010
1369 kr
Lägg i varukorg
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 between the extension of existing pricing models beyond the traditional Black - Scholes setting and a need to evaluate …
Copula Methods in Finance
Av Umberto Cherubini, Elisa Luciano m. fl.
Inbunden, 2004
1410 kr
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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 major topics in derivative pricing and credit risk analysis. Examples include pricing of the main exotic derivatives …
Copula Methods in Finance
Av Walter Vecchiato, Elisa Luciano m. fl.
E-bok, 2004
1679 kr
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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 major topics in derivative pricing and credit risk analysis. Examples include pricing of the main exotic derivatives …
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 …
Marshall Olkin Distributions - Advances in Theory and Applications
Bologna, Italy, October 2013
Av Umberto Cherubini, Fabrizio Durante m. fl.
Inbunden, 2015
1096 kr
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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 recent years, as they make it possible to describe interesting features of stochastic models like non-exchangeability, …
Marshall Olkin Distributions - Advances in Theory and Applications
Bologna, Italy, October 2013
Av Sabrina Mulinacci, Fabrizio Durante m. fl.
E-bok, 2015
1427 kr
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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 recent years, as they make it possible to describe interesting features of stochastic models like non-exchangeability, …
Marshall Olkin Distributions - Advances in Theory and Applications
Bologna, Italy, October 2013
Av Umberto Cherubini, Fabrizio Durante m. fl.
Häftad, 2016
1096 kr
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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 recent years, as they make it possible to describe interesting features of stochastic models like non-exchangeability, …
Convolution Copula Econometrics
Av Umberto Cherubini, Fabio Gobbi m. fl.
Häftad, 2016
606 kr
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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 …
