Theoretical and Empirical Analysis of Common Factors in a Term Structure Model (PDF)
(Sprache: Englisch)
This paper is the first that completely studies dynamical and cross-sectional structures of bonds, typically used as risk-free assets in mathematical finance, on the independence of the common factors with the empirical copula. During the last decade,...
Leider schon ausverkauft
eBook
48.61 €
24 DeutschlandCard Punkte sammeln
- Lastschrift, Kreditkarte, Paypal, Rechnung
- Kostenloser tolino webreader
Produktdetails
Produktinformationen zu „Theoretical and Empirical Analysis of Common Factors in a Term Structure Model (PDF)“
This paper is the first that completely studies dynamical and cross-sectional structures of bonds, typically used as risk-free assets in mathematical finance, on the independence of the common factors with the empirical copula. During the last decade, financial models based empirically on common factors have acquired increasing popularity in risk management and asset pricing. Much has been published on the subject, but the technical nature of most papers makes them difficult for non-specialists to understand, and the mathematical tools required for applications can be intimidating. Although many of the copula models used in finance are theoretical, the nature of financial data suggests the empirical copula is more appropriate for forecasting and accurately describing returns, volatility and interdependence.
Bibliographische Angaben
- Autor: Ting Ting Huang
- 2009, 89 Seiten, Englisch
- ISBN-10: 1443815829
- ISBN-13: 9781443815826
- Erscheinungsdatum: 02.10.2009
Abhängig von Bildschirmgröße und eingestellter Schriftgröße kann die Seitenzahl auf Ihrem Lesegerät variieren.
eBook Informationen
- Dateiformat: PDF
- Mit Kopierschutz
Sprache:
Englisch
Kopierschutz
Dieses eBook können Sie uneingeschränkt auf allen Geräten der tolino Familie lesen. Zum Lesen auf sonstigen eReadern und am PC benötigen Sie eine Adobe ID.
Kommentar zu "Theoretical and Empirical Analysis of Common Factors in a Term Structure Model"
0 Gebrauchte Artikel zu „Theoretical and Empirical Analysis of Common Factors in a Term Structure Model“
Zustand | Preis | Porto | Zahlung | Verkäufer | Rating |
---|
Schreiben Sie einen Kommentar zu "Theoretical and Empirical Analysis of Common Factors in a Term Structure Model".
Kommentar verfassen