Gebundenes Buch

Financial Mathematics, Volatility and Covariance Modelling

Volume 2

Herausgeber: Chevallier, Julien; Guerreiro, David; Goutte, Stéphane

Beschreibung

This book provides a key repository on the current state of knowledge, the latest debates and recent literature on financial mathematics, volatility and covariance modelling.

Autor

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.

Produktdetails

• Verlag: Routledge
• Seitenzahl: 382
• Erscheinungstermin: 17. Juli 2019
• Englisch
• Abmessung: 240mm x 161mm x 25mm
• Gewicht: 737g
• ISBN-13: 9781138060944
• ISBN-10: 1138060941
• Artikelnr.: 57145316