All ebooks by Fabio Gobbi in PDF and EPUB
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All ebooks by Fabio Gobbi in PDF and EPUB


2  Book(s)
Download this eBook Convolution Copula Econometrics
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Convolution Copula Econometrics


Umberto Cherubini , Fabio Gobbi , Sabrina Mulinacci


This book presents a novel approach to time series econometrics, which studies the behavior of nonlinear stochastic processes.This approach allows for an arbitrary dependence structure in the increments and provides a generalization with respect to the standard linear...

Publication date: 2016-12-01
Format: PDF, ePub
Publisher: Springer
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£49,99
Download this eBook Dynamic Copula Methods in Finance
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Dynamic Copula Methods in Finance


Umberto Cherubini , Fabio Gobbi , Sabrina Mulinacci , Silvia Romagnoli


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...

Publication date: 2011-10-20
Format: PDF, ePub
Publisher: Wiley
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£75,96

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