Financial mathematics, volatility and covariance modelling
Year of publication: |
2019
|
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Other Persons: | Chevallier, Julien (ed.) ; Goutte, Stéphane (ed.) ; Guerreiro, David (ed.) ; Saglio, Sophie (ed.) ; Sanhaji, Bilel (ed.) |
Publisher: |
2019: London : Routledge |
Subject: | Finanzmathematik | Mathematical finance | Rohstoffmarkt | Commodity market | Stochastischer Prozess | Stochastic process | Finanzmarktökonometrie | Financial econometrics | Volatilität | Volatility | Multivariate Analyse | Multivariate analysis | Univariate Analyse | Univariate analysis | Korrelation | Correlation | Theorie | Theory |
Description of contents: | Table of Contents [gbv.de] |
Published items: |
13 hits in ECONIS - Online Catalogue of the ZBW
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Multivariate stochastic volatility with dynamic cross leverage
Trojan, Sebastian, (2014)
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Stochastic multivariate mixture covariance model
So, Mike Ka-pui, (2017)
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Yamauchi, Yuta, (2020)
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International financial markets
Chevallier, Julien, (2019)
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Tracking "pure" systematic risk with realized betas for bitcoin and ethereum
Sanhaji, Bilel, (2023)
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The goodness-of-fit of the fuel-switching price using the mean-reverting Lévy jump process
Chevallier, Julien, (2014)
- More ...