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Añadir al carritoCondición: Fine. 288 pp., hardcover, fine in very good dust jacket. - If you are reading this, this item is actually (physically) in our stock and ready for shipment once ordered. We are not bookjackers. Buyer is responsible for any additional duties, taxes, or fees required by recipient's country.
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Añadir al carritoHRD. Condición: New. New Book. Shipped from UK. Established seller since 2000.
Librería: GreatBookPrices, Columbia, MD, Estados Unidos de America
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Idioma: Inglés
Publicado por John Wiley & Sons Inc, New York, 2011
ISBN 10: 0470683074 ISBN 13: 9780470683071
Librería: Grand Eagle Retail, Bensenville, IL, Estados Unidos de America
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Añadir al carritoHardcover. Condición: new. Hardcover. The latest tools and techniques for pricing and risk managementThis book introduces readers to the use of copula functions to represent the dynamics of financial assets and risk factors, integrated temporal and cross-section applications. The first part of the book will briefly introduce the standard the theory of copula functions, before examining the link between copulas and Markov processes. It will then introduce new techniques to design Markov processes that are suited to represent the dynamics of market risk factors and their co-movement, providing techniques to both estimate and simulate such dynamics. The second part of the book will show readers how to apply these methods to the evaluation of pricing of multivariate derivative contracts in the equity and credit markets. It will then move on to explore the applications of joint temporal and cross-section aggregation to the problem of risk integration. 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 temporal and cross-section applications. Shipping may be from multiple locations in the US or from the UK, depending on stock availability.
Librería: GreatBookPrices, Columbia, MD, Estados Unidos de America
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Librería: Ria Christie Collections, Uxbridge, Reino Unido
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Añadir al carritoCondición: New. pp. 288.
Idioma: Inglés
Publicado por John Wiley and Sons Ltd, 2011
ISBN 10: 0470683074 ISBN 13: 9780470683071
Librería: THE SAINT BOOKSTORE, Southport, Reino Unido
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Añadir al carritoHardback. Condición: New. New copy - Usually dispatched within 4 working days.
Librería: Kennys Bookshop and Art Galleries Ltd., Galway, GY, Irlanda
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Añadir al carritoCondición: New. 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 temporal and cross-section applications. Num Pages: 288 pages, Illustrations. BIC Classification: KFF; PBT. Category: (P) Professional & Vocational. Dimension: 250 x 177 x 23. Weight in Grams: 648. . 2011. 1st Edition. Hardcover. . . . .
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Añadir al carritoCondición: New. pp. 288.
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Añadir al carritoCondición: New. 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 temporal and cross-section applications. Num Pages: 288 pages, Illustrations. BIC Classification: KFF; PBT. Category: (P) Professional & Vocational. Dimension: 250 x 177 x 23. Weight in Grams: 648. . 2011. 1st Edition. Hardcover. . . . . Books ship from the US and Ireland.
EUR 90,35
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Añadir al carritoGebunden. Condición: New. UMBERTO CHERUBINI is Associate Professor of Financial Mathematics at the University of Bologna, where he heads the Graduate Degree in Quantitative Finance. He is a fellow of the Financial Econometrics Research Center (FERC), a member of the Scientific Commi.
Idioma: Inglés
Publicado por John Wiley & Sons Inc, New York, 2011
ISBN 10: 0470683074 ISBN 13: 9780470683071
Librería: AussieBookSeller, Truganina, VIC, Australia
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EUR 142,35
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Añadir al carritoHardcover. Condición: new. Hardcover. The latest tools and techniques for pricing and risk managementThis book introduces readers to the use of copula functions to represent the dynamics of financial assets and risk factors, integrated temporal and cross-section applications. The first part of the book will briefly introduce the standard the theory of copula functions, before examining the link between copulas and Markov processes. It will then introduce new techniques to design Markov processes that are suited to represent the dynamics of market risk factors and their co-movement, providing techniques to both estimate and simulate such dynamics. The second part of the book will show readers how to apply these methods to the evaluation of pricing of multivariate derivative contracts in the equity and credit markets. It will then move on to explore the applications of joint temporal and cross-section aggregation to the problem of risk integration. 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 temporal and cross-section applications. Shipping may be from our Sydney, NSW warehouse or from our UK or US warehouse, depending on stock availability.
EUR 111,67
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Añadir al carritoBuch. Condición: Neu. Neuware - The latest tools and techniques for pricing and risk managementThis book introduces readers to the use of copula functions to represent the dynamics of financial assets and risk factors, integrated temporal and cross-section applications. The first part of the book will briefly introduce the standard the theory of copula functions, before examining the link between copulas and Markov processes. It will then introduce new techniques to design Markov processes that are suited to represent the dynamics of market risk factors and their co-movement, providing techniques to both estimate and simulate such dynamics. The second part of the book will show readers how to apply these methods to the evaluation of pricing of multivariate derivative contracts in the equity and credit markets. It will then move on to explore the applications of joint temporal and cross-section aggregation to the problem of risk integration.
Idioma: Inglés
Publicado por John Wiley and Sons Ltd, 2011
ISBN 10: 0470683074 ISBN 13: 9780470683071
Librería: THE SAINT BOOKSTORE, Southport, Reino Unido
EUR 94,44
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Añadir al carritoHardback. Condición: New. This item is printed on demand. New copy - Usually dispatched within 5-9 working days 676.
Librería: Revaluation Books, Exeter, Reino Unido
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Añadir al carritoHardcover. Condición: Brand New. 1st edition. 284 pages. 9.84x6.85x0.87 inches. In Stock. This item is printed on demand.
Idioma: Inglés
Publicado por John Wiley & Sons Inc, New York, 2011
ISBN 10: 0470683074 ISBN 13: 9780470683071
Librería: CitiRetail, Stevenage, Reino Unido
Original o primera edición Impresión bajo demanda
EUR 89,43
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Añadir al carritoHardcover. Condición: new. Hardcover. The latest tools and techniques for pricing and risk managementThis book introduces readers to the use of copula functions to represent the dynamics of financial assets and risk factors, integrated temporal and cross-section applications. The first part of the book will briefly introduce the standard the theory of copula functions, before examining the link between copulas and Markov processes. It will then introduce new techniques to design Markov processes that are suited to represent the dynamics of market risk factors and their co-movement, providing techniques to both estimate and simulate such dynamics. The second part of the book will show readers how to apply these methods to the evaluation of pricing of multivariate derivative contracts in the equity and credit markets. It will then move on to explore the applications of joint temporal and cross-section aggregation to the problem of risk integration. 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 temporal and cross-section applications. This item is printed on demand. Shipping may be from our UK warehouse or from our Australian or US warehouses, depending on stock availability.