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Gourieroux, Christian
Libros de: Gourieroux, Christian
Mostrando 5 libros encontrados. (1 páginas).
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Financial Econometrics "Problems, Models, and Methods"
Gourieroux, Christian Jasiak, Joann
Princeton University Press (2023)
- EAN: 9780691242361
- Páginas: 520
- Fecha de edición: 2023
pvp.110,00 €
En stock
Financial econometrics is a great success story in economics. Econometrics uses data and statistical inference methods, together with structural and descriptive modeling, to address rigorous economic problems. Its development within the world of finance is ...
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Contagion Phenomena with Applications in Finance
Darolles, Serge Gourieroux, Christian
Elsevier Science Publishers (2015)
- EAN: 9781785480355
- Páginas: 166
- Fecha de edición: 2015
pvp.86,90 €
Disponible entre 11 y 20 dias
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 ...
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Granularity Theory with Applications to Finance and Insurance
Gagliardini, Patrick Gourieroux, Christian
Cambridge University Press (2014)
- EAN: 9781107070837
- Páginas: 202
- Fecha de edición: 2014
pvp.74,30 €
Disponible entre 11 y 20 dias
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 ...
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Granularity Theory with Applications to Finance and Insurance
Gagliardini, Patrick Gourieroux, Christian
Cambridge University Press (2014)
- EAN: 9781107662889
- Páginas: 202
- Fecha de edición: 2014
pvp.29,26 €
Disponible entre 11 y 20 dias
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 ...
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The Econometrics Of Individual Risk. Credit, Insurance And Marketing.
Gourieroux, Christian Jasiak, Joan
Princeton University Press (2007)
- EAN: 9780691120669
- Páginas: 241
- Fecha de edición: 2007
pvp.89,00 €
Disponible entre 11 y 20 dias
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 ...
