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Financial Mathematics, Volatility and Covariance Modelling : Volume 2. 金融数学、ボラティリティ、共分散モデリング
・ISBN 978-1-138-06094-4 2019 hard GB£ 210.00
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・ISBN 978-0-367-78558-1 2021 paper GB£ 48.99
￥15,519.- (税込) ※（※）価格はご注文時の参考価格となります。
納品価格につきましては書籍の入荷時点で確定となります。
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電子版あり 大学・学術機関向け電子ブック（eBook）ISBN 978-1-315-16273-7
| 著者・編者 | Chevallier, Julien / Goutte, Stephane / Guerreiro, David et al. (eds.), |
|---|---|
| シリーズ | Routledge Advances in Applied Financial Econometrics |
| 出版社 | (Routledge, UK) |
| ページ数 | 380 pp. |
| 言語 | ENG |
| ニュース番号 | ＜651-483 651-P1090＞ |
解説
This book provides an up-to-date series of advanced chapters on applied financial econometric techniques pertaining the various fields of commodities finance, mathematics & stochastics, international macroeconomics and financial econometrics.
Financial Mathematics, Volatility and Covariance Modelling: Volume 2 provides a key repository on the current state of knowledge, the latest debates and recent literature on financial mathematics, volatility and covariance modelling. The first section is devoted to mathematical finance, stochastic modelling and control optimization. Chapters explore the recent financial crisis, the increase of uncertainty and volatility, and propose an alternative approach to deal with these issues. The second section covers financial volatility and covariance modelling and explores proposals for dealing with recent developments in financial econometrics
This book will be useful to students and researchers in applied econometrics; academics and students seeking convenient access to an unfamiliar area. It will also be of great interest established researchers seeking a single repository on the current state of knowledge, current debates and relevant literature.