Boeken van Umberto Cherubini
Umberto Cherubini
Elisa Luciano
Walter Vecchiato
Copula Methods in Finance
€ 144,94
De evaluatie en risicometingen van portfolio's van complexe niet-lineaire posities en abnormale risicofactoren zijn de grootste nachtmerrie geworden voor de mensen die werken in de gestructureerde financiële zakenwereld.
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Umberto Cherubini
Fabrizio Durante
Sabrina Mulinacci
Marshall Olkin Distributions - Advances in Theory and Applications
€ 120,99
This book presents the latest advances in the theory and practice of Marshall-Olkin distributions. These distributions have been increasingly applied in statistical practice in recent years, as they make it possible to describe interesting features of stochastic models like non-exchangeability, tail dependencies and the presence of a singular component.
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Umberto Cherubini
Fabio Gobbi
Sabrina Mulinacci
Convolution Copula Econometrics
€ 66,99
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 independent increments assumption of classical time series models.
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Umberto Cherubini€ 144,94
Umberto Cherubini€ 120,99
Umberto Cherubini€ 66,99