Mathematical and Statistical Methods for Actuarial Sciences and Finance || A skewed GARCH-type model for multivariate financial time series
โ Scribed by Corazza, Marco; Pizzi, Claudio
- Book ID
- 120835202
- Publisher
- Springer Milan
- Year
- 2010
- Tongue
- Italian
- Weight
- 349 KB
- Edition
- 2010
- Category
- Article
- ISBN
- 8847014816
No coin nor oath required. For personal study only.
โฆ Synopsis
This book features selected papers from the international conference MAF 2008 that cover a wide variety of subjects in actuarial, insurance and financial fields, all treated in light of the successful cooperation between mathematics and statistics.
๐ SIMILAR VOLUMES
Mathematical finance has grown into a huge area of research which requires a lot of care and a large number of sophisticated mathematical tools. Mathematically rigorous and yet accessible to advanced level practitioners and mathematicians alike, it considers various aspects of the application of sta
This book constitutes the refereed proceedings of the International Conference on Mathematical Modelling and Scientific Intelligence, ICMMSC 2012, Gandhigram, Tamil Nadu, India, in March 2012. The 62 revised full papers presented were carefully reviewed and selected from 332 submissions. The papers