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1 - 12 de 12 resultados para “c gourieroux”
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  • Reduced Forms of Rational Expectations Models

    de L. Broze, C. Gourieroux, A. Szafarz ...
    A comprehensive exposition of rational expectations models is provided here, working up from simple univariate models to more sophisticated multivariate and non-linear models. ... Leer más

    $68.99 USD

  • Granularity Theory with Applications to Finance and Insurance

    de Patrick Gagliardini, Christian Gouriéroux ...
    Series series Themes in Modern Econometrics
    The recent financial crisis has heightened the need for appropriate methodologies for managing and monitoring complex risks in financial markets. The measurement, management, and regulation of risks in portfolios composed of credits, credit derivatives, or life insurance contracts is difficult because of the nonlinearities of risk models, dependencies between individual risks, and the several ... Leer más

    $36.99 USD

  • Contagion Phenomena with Applications in Finance

    de Serge Darolles, Christian Gourieroux ...
    Much research into financial contagion and systematic risks has been motivated by the finding that cross-market correlations (resp. coexceedances) between asset returns increase significantly during crisis periods. Is this increase due to an exogenous shock common to all markets (interdependence) or due to certain types of transmission of shocks between markets (contagion)? Darolles and Gourieroux ... Leer más

    $94.99 USD

  • The Econometrics of Individual Risk

    Credit, Insurance, and Marketing

    de Christian Gourieroux, Joann Jasiak ...
    The individual risks faced by banks, insurers, and marketers are less well understood than aggregate risks such as market-price changes. But the risks incurred or carried by individual people, companies, insurance policies, or credit agreements can be just as devastating as macroevents such as share-price fluctuations. A comprehensive introduction, The Econometrics of Individual Risk is the first ... Leer más

    $41.79 USD

  • ARCH Models and Financial Applications

    de Christian Gourieroux ...
    Series series Mathematics and Statistics (R0)

    $89.99 USD

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  • Dynamic Economic Analysis

    Deterministic Models in Discrete Time

    de Gerhard Sorger ...
    Focusing on deterministic models in discrete time, this concise yet rigorous textbook provides a clear and systematic introduction to the theory and application of dynamic economic models. It guides students through the most popular model structures and solution concepts, from the simplest dynamic economic models through to complex problems of optimal policy design in dynamic general equilibrium ... Leer más

    $49.99 USD

  • Handbook on Systemic Risk

    Edición de Jean-Pierre Fouque, Joseph A. Langsam ...
    The Handbook on Systemic Risk, written by experts in the field, provides researchers with an introduction to the multifaceted aspects of systemic risks facing the global financial markets. The Handbook explores the multidisciplinary approaches to analyzing this risk, the data requirements for further research, and the recommendations being made to avert financial crisis. The Handbook is designed ... Leer más

    $117.99 USD

  • Advances in Economics and Econometrics: Volume 1

    Eleventh World Congress

    Edición de Ariel Pakes, Larry Samuelson, Monika Piazzesi, Bo Honoré ...
    Series Libro 58 - Econometric Society Monographs
    This is the first of two volumes containing papers and commentaries presented at the Eleventh World Congress of the Econometric Society, held in Montreal, Canada in August 2015. These papers provide state-of-the-art guides to the most important recent research in economics. The book includes surveys and interpretations of key developments in economics and econometrics, and discussion of future ... Leer más

    $70.99 USD

  • Mergers, Acquisitions, and Other Restructuring Activities

    An Integrated Approach to Process, Tools, Cases, and Solutions

    de Donald DePamphilis ...
    Two strengths distinguish this textbook from others. One is its presentation of subjects in the contexts where they occur. Students see different perspectives on subjects and learn how complex and dynamic the mergers and acquisitions environment is. The other is its use of current events. Of its 72 case studies, 3/4 are new or have been updated. The implications of Dodd-Frank and US Supreme Court ... Leer más

    $89.99 USD

  • How to Lie with Statistics

    de Darrell Huff ...
    Darrell Huff runs the gamut of every popularly used type of statistic, probes such things as the sample study, the tabulation method, the interview technique, or the way results are derived from the figures, and points up the countless number of dodges which are used to fool rather than to inform. ... Leer más

    $10.99 USD

    Disponible también en: Audiolibro

    Disponible también en: Audiolibro

  • Game Theory for Applied Economists

    de Robert S. Gibbons ...
    An introduction to one of the most powerful tools in modern economicsGame Theory for Applied Economists introduces one of the most powerful tools of modern economics to a wide audience: those who will later construct or consume game-theoretic models. Robert Gibbons addresses scholars in applied fields within economics who want a serious and thorough discussion of game theory but who may have found ... Leer más

    $53.99 USD

  • Stochastic Calculus for Finance

    de Marek Capiński, Ekkehard Kopp, Janusz Traple ...
    Series series Mastering Mathematical Finance
    This book focuses specifically on the key results in stochastic processes that have become essential for finance practitioners to understand. The authors study the Wiener process and Itô integrals in some detail, with a focus on results needed for the Black–Scholes option pricing model. After developing the required martingale properties of this process, the construction of the integral and the ... Leer más

    $43.99 USD