Financial Mathematics, Volatility and Covariance Modelling: Vol 2

Chevallier, Julien (Editor)/ Goutte, Stéphane (Editor)/ Guerreiro, David (Editor)/ Saglio, Sophie (Editor)/ Sanhaji, Bilel (Editor)

ISBN 10: 0367785587 / ISBN 13: 9780367785581

Verlag: Routledge, 2021

380 pages. 9.21x6.14x1.14 inches. In Stock. This item is printed on demand. Bestandsnummer des Verkäufers __0367785587

Inhaltsangabe:

This book provides a key repository on the current state of knowledge, the latest debates and recent literature on financial mathematics, volatility and covariance modelling.

Über die Autorin bzw. den Autor:

Julien Chevallier is Full Professor of Economics at the University Paris 8 (LED), France. He undertakes research and lectures on empirical finance, applied time-series econometrics, and commodity markets. He has published articles in leading refereed journals.

Stephane Goutte is a Maître de Conférences-HDR of Financial Mathematics at University Paris 8, France and Senior Lecturer in Mathematics at University of Luxembourg. He is also a researcher at the Chair European Electricity Markets of Paris Dauphine PSL University.

David Guerreiro is an Assistant Professor of Economics at the University Paris 8 (LED), France. His fields of research are International Macroeconomics, Monetary Economics and Meta-Analysis and he has published in numerous peer-reviewed journals.

Sophie Saglio is an Assistant Professor of Economics at the University Paris 8 (LED), France. Her research focuses on international economics and finance and she has published in various peer-reviewed journals.

Bilel Sanhaji is an Assistant Professor of Economics at the University Paris 8 (LED), France. His main research focuses on nonlinear time series econometrics and modelling volatility. He has published theoretical and applied research papers in various peer-reviewed journals.

Bibliografische Details

Titel: Financial Mathematics, Volatility and ...
Verlag: Routledge
Erscheinungsdatum: 2021
Einband: Paperback
Zustand: Brand New