Financial Mathematics, Volatility and Covariance Modelling

Volume 2

Stéphane Goutte editor Julien Chevallier editor David Guerreiro editor Sophie Saglio editor Bilel Sanhaji editor

Format:Hardback

Publisher:Taylor & Francis Ltd

Published:17th Jul '19

Currently unavailable, and unfortunately no date known when it will be back

This hardback is available in another edition too:

Financial Mathematics, Volatility and Covariance Modelling cover

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.

ISBN: 9781138060944

Dimensions: unknown

Weight: 453g

380 pages