Umberto Cherubini – Copula Methods in Finance

4,000

Category:

Description

Copula Methods in Finance, Umberto Cherubini – Copula Methods in Finance, Copula Methods in Finance download, Umberto Cherubini – Copula Methods in Finance review, Copula Methods in Finance free torent
Umberto Cherubini – Copula Methods in Finance
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. 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.

19
    19
    Your Cart
    Alex Becker – The 6 Figure Webinar Formula Remove
    Find Hot & Viral Shopify Dropshipping Products Remove
    Mitchel Hunt – Symbol Design for Branding Remove
    Mobile Marketing Masterclass 2023 Remove
    Mobile Marketing Masterclass 2023
    1 X 297 = 297
    Daily Price Action Remove
    Daily Price Action
    1 X 7,470 = 7,470
    MLS Domination – Jim Huntzicker Remove
    MLS Domination – Jim Huntzicker
    1 X 800 = 800
    Get 1000+ Ai Avatar Readymade Reel Videos Remove
    Tim Burd – ,000,000 Landing Pages Remove
    Brian Coyle – Currency Options Remove
    Brian Coyle – Currency Options
    1 X 4,000 = 4,000
    Adam Payne – The Affiliate Oracle Remove
    Adam Payne – The Affiliate Oracle
    1 X 4,000 = 4,000