Financial Mathematics, Volatility and Covariance Modelling (Routledge Advances in Applied Financial Econometrics)
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Product details
| Management number | 233657453 | Release Date | 2026/06/27 | List Price | $21.96 | Model Number | 233657453 | ||
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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 econometricsThis 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. Read more
| ISBN10 | 0367785587 |
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| ISBN13 | 978-0367785581 |
| Edition | 1st |
| Language | English |
| Publisher | Routledge |
| Dimensions | 6.14 x 0.86 x 9.21 inches |
| Item Weight | 1.55 pounds |
| Print length | 370 pages |
| Part of series | Routledge Advances in Applied Financial Econometrics |
| Publication date | March 31, 2021 |
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Econometrics & Statistics
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