copula
1Introduction to Bayesian Estimation and Copula Models of Dependence , Alexander Kniazev
Presents an introduction to Bayesian statistics, presents an emphasis on Bayesian methods (prior and posterior), Bayes estimation, prediction, MCMC,Bayesian regression, and Bayesian analysis of… 8879.91 руб электронная книга2Dynamic Copula Methods in Finance , Umberto Cherubini
The latest tools and techniques for pricing and risk management This book introduces readers to the use of copula functions to represent the dynamics of financial assets and risk factors, integrated… 10424.97 руб электронная книга3Credit Models and the Crisis. A Journey into CDOs, Copulas, Correlations and Dynamic Models , Damiano Brigo
The recent financial crisis has highlighted the need for better valuation models and risk management procedures, better understanding of structured products, and has called into question the actions… 3902.37 руб электронная книга4Credit Derivatives. Trading, Investing,and Risk Management , Geoff Chaplin
The credit derivatives industry has come under close scrutiny over the past few years, with the recent financial crisis highlighting the instability of a number of credit structures and throwing the… 7414.5 руб электронная книга5VaR Methodology for Non-Gaussian Finance , Jacques Janssen
With the impact of the recent financial crises, more attention must be given to new models in finance rejecting“Black-Scholes-Samuelson” assumptions leading to what is called non-Gaussian… 6641.06 руб электронная книга6Handbook of Volatility Models and Their Applications , Luc Bauwens
A complete guide to the theory and practice of volatility models in financial engineering Volatility has become a hot topic in this era of instant communications, spawning a great deal of research in… 13204.47 руб электронная книга7Financial Signal Processing and Machine Learning , Ali Akansu N.
The modern financial industry has been required to deal with large and diverse portfolios in a variety of asset classes often with limited market data available. Financial Signal Processing and… 8281.37 руб электронная книга8Loss Models. Further Topics , Gordon Willmot E.
An essential resource for constructing and analyzing advanced actuarial models Loss Models: Further Topics presents extended coverage of modeling through the use of tools related to risk theory, loss… 12350.99 руб электронная книга9Applied Diffusion Processes from Engineering to Finance , Jacques Janssen
The aim of this book is to promote interaction between engineering, finance and insurance, as these three domains have many models and methods of solution in common for solving real-life problems… 14825.73 руб электронная книга10Linear Models and Time-Series Analysis. Regression, ANOVA, ARMA and GARCH , Marc Paolella S.
A comprehensive and timely edition on an emerging new trend in time series Linear Models and Time-Series Analysis: Regression, ANOVA, ARMA and GARCH sets a strong foundation, in terms of distribution… 11707.11 руб электронная книга
