Financial mathematics, volatility and covariance modelling. Volume 2 /

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Bibliographic Details
Imprint:Abingdon, Oxon ; New York, NY : Routledge, 2019.
©2019
Description:1 online resource ( 381 pages)
Language:English
Series:Routledge advances in applied financial econometrics ; Volume 2
Subject:Finance -- Mathematical models.
Finance -- Mathematical models.
BUSINESS & ECONOMICS / General
BUSINESS & ECONOMICS / Econometrics
BUSINESS & ECONOMICS / Economics / General
Format: E-Resource Book
URL for this record:http://pi.lib.uchicago.edu/1001/cat/bib/11969599
Hidden Bibliographic Details
Other authors / contributors:Chevallier, Julien, editor.
ISBN:9781315162737
1315162733
9781351669078
1351669079
9781351669092
1351669095
9781351669085
1351669087
9781138060944
Notes:Includes bibliographical references and index.
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.
Description based on online resource; title from digital title page (viewed on September 03, 2019).
Other form:Print version: Financial mathematics, volatility and covariance modelling Abingdon, Oxon ; New York, NY : Routledge, 2019 9781138060944
Description
Summary:

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.

Physical Description:1 online resource ( 381 pages)
Bibliography:Includes bibliographical references and index.
ISBN:9781315162737
1315162733
9781351669078
1351669079
9781351669092
1351669095
9781351669085
1351669087
9781138060944