Granularity Theory with Applications to Finance and Insurance (Themes in Modern Econometrics) - Softcover

Gagliardini, Patrick

 
9781107662889: Granularity Theory with Applications to Finance and Insurance (Themes in Modern Econometrics)
Softcover
ISBN 10: 1107662885 ISBN 13: 9781107662889
Verlag: Cambridge University Press, 2014

Inhaltsangabe

This book provides the first comprehensive overview of the granularity theory and its usefulness for risk analysis, statistical estimation, and derivative pricing.

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Über die Autorin bzw. den Autor

Patrick Gagliardini is full Professor of Econometrics at Università della Svizzera italiana, Lugano, Switzerland. He graduated from the ETH in Zürich with a degree in physics in 1998 and received his PhD in economics from the University of Lugano in 2003. He has also held a position of assistant professor at the University of St Gallen. His research interests lie in econometrics and financial econometrics and focus especially on large-scale factor models, credit risk, asset pricing, and semi- and non-parametric methods. He is coauthor of research articles published in Econometrica, the Review of Financial Studies, the Journal of Econometrics, and Econometric Theory.

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Verlag
Cambridge University Press
Erscheinungsdatum
2014
Sprache
Englisch
ISBN 10 
1107662885
ISBN 13 
9781107662889
Einband
Taschenbuch
Anzahl der Seiten
202
Kontakt zum Hersteller
Nicht verfügbar
Verantwortliche Person
gpsr@libri.de
gpsr@libri.de

Friedensallee 273
Hamburg
22763
Deutschland

Weitere beliebte Ausgaben desselben Titels

9781107070837: Granularity Theory with Applications to Finance and Insurance (Themes in Modern Econometrics)

Vorgestellte Ausgabe

ISBN 10:  110707083X ISBN 13:  9781107070837
Verlag: Cambridge University Press, 2014
Hardcover