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Zustand: Fine. 288 pp., hardcover, fine in very good dust jacket. - If you are reading this, this item is actually (physically) in our stock and ready for shipment once ordered. We are not bookjackers. Buyer is responsible for any additional duties, taxes, or fees required by recipient's country.
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In den WarenkorbHRD. Zustand: New. New Book. Shipped from UK. Established seller since 2000.
Zustand: New.
Sprache: Englisch
Verlag: John Wiley & Sons Inc, New York, 2011
ISBN 10: 0470683074 ISBN 13: 9780470683071
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Erstausgabe
Hardcover. Zustand: new. Hardcover. 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 standard the theory of copula functions, before examining the link between copulas and Markov processes. It will then introduce new techniques to design Markov processes that are suited to represent the dynamics of market risk factors and their co-movement, providing techniques to both estimate and simulate such dynamics. The second part of the book will show readers how to apply these methods to the evaluation of pricing of multivariate derivative contracts in the equity and credit markets. It will then move on to explore the applications of joint temporal and cross-section aggregation to the problem of risk integration. 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. Shipping may be from multiple locations in the US or from the UK, depending on stock availability.
Zustand: As New. Unread book in perfect condition.
EUR 77,75
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In den WarenkorbZustand: new.
Anbieter: Ria Christie Collections, Uxbridge, Vereinigtes Königreich
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In den WarenkorbZustand: New. In.
Anbieter: GreatBookPricesUK, Woodford Green, Vereinigtes Königreich
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In den WarenkorbZustand: New.
Anbieter: GreatBookPricesUK, Woodford Green, Vereinigtes Königreich
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In den WarenkorbZustand: As New. Unread book in perfect condition.
EUR 101,09
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In den WarenkorbZustand: New. pp. 288.
EUR 92,15
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In den WarenkorbHardback. Zustand: New. New copy - Usually dispatched within 4 working days.
Anbieter: Kennys Bookshop and Art Galleries Ltd., Galway, GY, Irland
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In den WarenkorbZustand: New. 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. Num Pages: 288 pages, Illustrations. BIC Classification: KFF; PBT. Category: (P) Professional & Vocational. Dimension: 250 x 177 x 23. Weight in Grams: 648. . 2011. 1st Edition. Hardcover. . . . .
Zustand: New. pp. 288.
Anbieter: California Books, Miami, FL, USA
Zustand: New.
EUR 129,63
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In den WarenkorbZustand: New. 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. Num Pages: 288 pages, Illustrations. BIC Classification: KFF; PBT. Category: (P) Professional & Vocational. Dimension: 250 x 177 x 23. Weight in Grams: 648. . 2011. 1st Edition. Hardcover. . . . . Books ship from the US and Ireland.
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In den WarenkorbGebunden. Zustand: New. UMBERTO CHERUBINI is Associate Professor of Financial Mathematics at the University of Bologna, where he heads the Graduate Degree in Quantitative Finance. He is a fellow of the Financial Econometrics Research Center (FERC), a member of the Scientific Commi.
Sprache: Englisch
Verlag: John Wiley & Sons Inc, New York, 2011
ISBN 10: 0470683074 ISBN 13: 9780470683071
Anbieter: AussieBookSeller, Truganina, VIC, Australien
Erstausgabe
Hardcover. Zustand: new. Hardcover. 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 standard the theory of copula functions, before examining the link between copulas and Markov processes. It will then introduce new techniques to design Markov processes that are suited to represent the dynamics of market risk factors and their co-movement, providing techniques to both estimate and simulate such dynamics. The second part of the book will show readers how to apply these methods to the evaluation of pricing of multivariate derivative contracts in the equity and credit markets. It will then move on to explore the applications of joint temporal and cross-section aggregation to the problem of risk integration. 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. Shipping may be from our Sydney, NSW warehouse or from our UK or US warehouse, depending on stock availability.
Buch. Zustand: Neu. Neuware - 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 standard the theory of copula functions, before examining the link between copulas and Markov processes. It will then introduce new techniques to design Markov processes that are suited to represent the dynamics of market risk factors and their co-movement, providing techniques to both estimate and simulate such dynamics. The second part of the book will show readers how to apply these methods to the evaluation of pricing of multivariate derivative contracts in the equity and credit markets. It will then move on to explore the applications of joint temporal and cross-section aggregation to the problem of risk integration.
Anbieter: THE SAINT BOOKSTORE, Southport, Vereinigtes Königreich
EUR 94,43
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In den WarenkorbHardback. Zustand: New. This item is printed on demand. New copy - Usually dispatched within 5-9 working days 676.
Anbieter: Revaluation Books, Exeter, Vereinigtes Königreich
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In den WarenkorbHardcover. Zustand: Brand New. 1st edition. 284 pages. 9.84x6.85x0.87 inches. In Stock. This item is printed on demand.
Sprache: Englisch
Verlag: John Wiley & Sons Inc, New York, 2011
ISBN 10: 0470683074 ISBN 13: 9780470683071
Anbieter: CitiRetail, Stevenage, Vereinigtes Königreich
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EUR 89,41
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In den WarenkorbHardcover. Zustand: new. Hardcover. 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 standard the theory of copula functions, before examining the link between copulas and Markov processes. It will then introduce new techniques to design Markov processes that are suited to represent the dynamics of market risk factors and their co-movement, providing techniques to both estimate and simulate such dynamics. The second part of the book will show readers how to apply these methods to the evaluation of pricing of multivariate derivative contracts in the equity and credit markets. It will then move on to explore the applications of joint temporal and cross-section aggregation to the problem of risk integration. 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. This item is printed on demand. Shipping may be from our UK warehouse or from our Australian or US warehouses, depending on stock availability.