eBook, ePUB

Financial Mathematics, Volatility and Covariance Modelling (eBook, ePUB)

Volume 2

Redaktion: Chevallier, Julien; Sanhaji, Bilel; Saglio, Sophie; 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.

Technische Details

• Geräte: eReader
• mit Kopierschutz

Barrierefreiheit

• Text-to-Speech
• E-Mail des Verlags für Barrierefreiheitsfragen: [e-mail]
• Mathematische Inhalte in MathML für assistive Technologien

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: Taylor & Francis eBooks
• Seitenzahl: 380
• Erscheinungstermin: 28. Juni 2019
• Englisch
• ISBN-13: 9781351669085
• Artikelnr.: 57069702