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B01=Bilel Sanhaji
B01=David Guerreiro
B01=Julien Chevallier
B01=Sophie Saglio
B01=Stéphane Goutte
Category1=Non-Fiction
Category=KCH
Category=KCN
Category=PBW
COP=United Kingdom
Delivery_Delivery within 10-20 working days
Language_English
PA=Available
Price_€100 and above
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Financial Mathematics, Volatility and Covariance Modelling: Volume 2

★★★★★
★★★★★

English

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.

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€170.09
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Age Group_Uncategorizedautomatic-updateB01=Bilel SanhajiB01=David GuerreiroB01=Julien ChevallierB01=Sophie SaglioB01=Stéphane GoutteCategory1=Non-FictionCategory=KCHCategory=KCNCategory=PBWCOP=United KingdomDelivery_Delivery within 10-20 working daysLanguage_EnglishPA=AvailablePrice_€100 and abovePS=Activesoftlaunch
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Product Details
  • Weight: 453g
  • Dimensions: 156 x 234mm
  • Publication Date: 17 Jul 2019
  • Publisher: Taylor & Francis Ltd
  • Publication City/Country: United Kingdom
  • Language: English
  • ISBN13: 9781138060944

About

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.

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