Deutsch
Deutschland
Anmelden
Tipp von eurobuch.com
Ähnliche Bücher
Weitere, andere Bücher, die diesem Buch sehr ähnlich sein könnten:
Buch verkaufen
Anbieter, die das Buch mit der ISBN 9783844100402 ankaufen:
Suchtools
Buchtipps
Aktuelles
FILTER
- 0 Ergebnisse
Kleinster Preis: 48,00 €, größter Preis: 50,60 €, Mittelwert: 48,52 €
Dynamic Copulas for Finance - Valentin Braun
Vergriffenes Buch, derzeit bei uns nicht verfügbar.
(*)
Valentin Braun:
Dynamic Copulas for Finance - neues Buch

ISBN: 9783844100402

ID: 836805799

The interactions of financial securities are crucial to determine possible portfolio losses. Although this fact is well understood, two questions remain: What causes changes in the dependence structure of financial assets? How can fluctuating dependencies be measured? The most common approach to identify the amplitude of financial assets' interactions are linear correlation coefficients. However, they fail to comprise shifts in the dependence structure. Alternatively, Copulas are a more flexible dependence measurement. This book focuses on the development of Dynamic Copula frameworks by implementing stochastic parameters into Archimedian and Elliptical Copula functions. In contrast to static correlation measures, the Dynamic Copulas are able to replicate unstable financial market interactions. Various Dynamic Copulas are applied to global stock, bond, commodity and exchange rate data to calculate the correlation time paths, which explain financial market reactions to economic shocks. Furthermore, the interactions of dependencies, volatility and returns are analyzed, to determine the efficiency of portfolio diversification in regards to wealth protection. Portfolio risks are estimated through Dynamic Copulas to demonstrate their abilities to replicate financial market interactions accurately. Additionally, this analysis reveals the impact of changing dependence intensities on the magnitude of possible portfolio losses. Finally, the Dynamic Copulas are utilized to allocate higher moment optimal portfolios. This examination emphasizes the effect of inaccurate correlation estimates on the portfolio choice. The interactions of financial securities are crucial to determine possible portfolio losses. Although this fact is well understood, two questions remain: What causes changes in the dependence structure of financial assets? How can fluctuating dependencies be measured? The most common approach to identify the amplitude of financial assets' interactions are linear correlation coefficients. However, they fail to comprise shifts in the dependence structure. Alternatively, Copulas are a more fle Buch (fremdspr.) Bücher>Fremdsprachige Bücher>Englische Bücher, Josef Eul Verlag GmbH

Neues Buch Thalia.de
No. 29184693. Versandkosten:, Versandfertig in 2 - 3 Tagen, DE. (EUR 0.00)
Details...
(*) Derzeit vergriffen bedeutet, dass dieser Titel momentan auf keiner der angeschlossenen Plattform verfügbar ist.
Dynamic Copulas for Finance - Valentin Braun
Vergriffenes Buch, derzeit bei uns nicht verfügbar.
(*)
Valentin Braun:
Dynamic Copulas for Finance - neues Buch

ISBN: 9783844100402

ID: 147959007

The interactions of financial securities are crucial to determine possible portfolio losses. Although this fact is well understood, two questions remain: What causes changes in the dependence structure of financial assets? How can fluctuating dependencies be measured? The most common approach to identify the amplitude of financial assets´ interactions are linear correlation coefficients. However, they fail to comprise shifts in the dependence structure. Alternatively, Copulas are a more flexible dependence measurement. This book focuses on the development of Dynamic Copula frameworks by implementing stochastic parameters into Archimedian and Elliptical Copula functions. In contrast to static correlation measures, the Dynamic Copulas are able to replicate unstable financial market interactions.Various Dynamic Copulas are applied to global stock, bond, commodity and exchange rate data to calculate the correlation time paths, which explain financial market reactions to economic shocks. Furthermore, the interactions of dependencies, volatility and returns are analyzed, to determine the efficiency of portfolio diversification in regards to wealth protection. Portfolio risks are estimated through Dynamic Copulas to demonstrate their abilities to replicate financial market interactions accurately. Additionally, this analysis reveals the impact of changing dependence intensities on the magnitude of possible portfolio losses. Finally, the Dynamic Copulas are utilized to allocate higher moment optimal portfolios. This examination emphasizes the effect of inaccurate correlation estimates on the portfolio choice. An Application to Portfolio Risk Calculation Buch (fremdspr.) Bücher>Fremdsprachige Bücher>Englische Bücher, Josef Eul Verlag GmbH

Neues Buch Thalia.de
No. 29184693 Versandkosten:, Sofort lieferbar, DE (EUR 0.00)
Details...
(*) Derzeit vergriffen bedeutet, dass dieser Titel momentan auf keiner der angeschlossenen Plattform verfügbar ist.
Dynamic Copulas for Finance - Valentin Braun
Vergriffenes Buch, derzeit bei uns nicht verfügbar.
(*)
Valentin Braun:
Dynamic Copulas for Finance - Taschenbuch

ISBN: 9783844100402

ID: 9783844100402

Dynamic Copulas for Finance Dynamic-Copulas-for-Finance~~Valentin-Braun Business>Business Ref>Business Ref Paperback, Josef Eul Verlag GmbH

Neues Buch Barnesandnoble.com
new Versandkosten:zzgl. Versandkosten.
Details...
(*) Derzeit vergriffen bedeutet, dass dieser Titel momentan auf keiner der angeschlossenen Plattform verfügbar ist.
Dynamic Copulas for Finance - An Application to Portfolio Risk Calculation - Braun, Valentin
Vergriffenes Buch, derzeit bei uns nicht verfügbar.
(*)
Braun, Valentin:
Dynamic Copulas for Finance - An Application to Portfolio Risk Calculation - Taschenbuch

2011, ISBN: 9783844100402

[ED: Taschenbuch], [PU: Eul, J], [SC: 0.00], Neuware, gewerbliches Angebot, [GW: 262g]

Neues Buch Booklooker.de
verschiedene Anbieter
Versandkosten:Versandkostenfrei, Versand nach Deutschland (EUR 0.00)
Details...
(*) Derzeit vergriffen bedeutet, dass dieser Titel momentan auf keiner der angeschlossenen Plattform verfügbar ist.
Dynamic Copulas for Finance - An Application to Portfolio Risk Calculation - Braun, Valentin
Vergriffenes Buch, derzeit bei uns nicht verfügbar.
(*)
Braun, Valentin:
Dynamic Copulas for Finance - An Application to Portfolio Risk Calculation - Taschenbuch

ISBN: 9783844100402

[ED: Taschenbuch], [PU: Eul, J], Neuware, gewerbliches Angebot

Neues Buch Booklooker.de
Der Buchsalon
Versandkosten:zzgl. Versandkosten
Details...
(*) Derzeit vergriffen bedeutet, dass dieser Titel momentan auf keiner der angeschlossenen Plattform verfügbar ist.

Details zum Buch
Dynamic Copulas for Finance

The interactions of financial securities are crucial to determine possible portfolio losses. Although this fact is well understood, two questions remain: What causes changes in the dependence structure of financial assets? How can fluctuating dependencies be measured? The most common approach to identify the amplitude of financial assets' interactions are linear correlation coefficients. However, they fail to comprise shifts in the dependence structure. Alternatively, Copulas are a more flexible dependence measurement. This book focuses on the development of Dynamic Copula frameworks by implementing stochastic parameters into Archimedian and Elliptical Copula functions. In contrast to static correlation measures, the Dynamic Copulas are able to replicate unstable financial market interactions.Various Dynamic Copulas are applied to global stock, bond, commodity and exchange rate data to calculate the correlation time paths, which explain financial market reactions to economic shocks. Furthermore, the interactions of dependencies, volatility and returns are analyzed, to determine the efficiency of portfolio diversification in regards to wealth protection. Portfolio risks are estimated through Dynamic Copulas to demonstrate their abilities to replicate financial market interactions accurately. Additionally, this analysis reveals the impact of changing dependence intensities on the magnitude of possible portfolio losses. Finally, the Dynamic Copulas are utilized to allocate higher moment optimal portfolios. This examination emphasizes the effect of inaccurate correlation estimates on the portfolio choice.

Detailangaben zum Buch - Dynamic Copulas for Finance


EAN (ISBN-13): 9783844100402
ISBN (ISBN-10): 3844100407
Gebundene Ausgabe
Taschenbuch
Erscheinungsjahr: 2011
Herausgeber: Josef Eul Verlag GmbH
176 Seiten
Gewicht: 0,262 kg
Sprache: eng/Englisch

Buch in der Datenbank seit 17.01.2012 16:43:46
Buch zuletzt gefunden am 25.10.2017 11:49:24
ISBN/EAN: 9783844100402

ISBN - alternative Schreibweisen:
3-8441-0040-7, 978-3-8441-0040-2


< zum Archiv...
Benachbarte Bücher