Econometrics and risk management / edited by Jean-Pierre Fouque, Thomas B. Fomby, Knut Solna.

• Material Type: 図書
• ISBN: 9781848551961
• ISSN (series): 0731-9053
• Title: Econometrics and risk management / edited by Jean-Pierre Fouque, Thomas B. Fomby, Knut Solna.
• Edition: 1st ed.
• Series Title: Advances in econometrics ; v. 22
• Author Heading: Advances in Econometrics Conference (2006 : Louisiana State University); Fouque, Jean-Pierre.; Fomby, Thomas B.; Solna, Knut.
• Publication, Distribution, etc.: Bingley : JAI Press
• Publication Date: 2008.
• Publication Date (W3CDTF): 2008
• Extent: x, 291 p. : ill. ; 24 cm.
• Place of Publication (Country Code): GB
• Text Language Code: eng
• Subject Heading: Credit -- Mathematical models -- Congresses.; Credit derivatives -- Mathematical models -- Congresses.; Econometrics -- Congresses.; Risk management -- Mathematical models -- Congresses.
• LCC: HB139
• DDC: 330.015195
• NDLC: DA49
• Note (General): "The Advances in Econometrics Conference in Baton Rouge at Louisiana State University on November 3-5, 2006"--P. ix.
• Note (Bibliography): Includes bibliographical references.
• Holding library: 国立国会図書館
• Call No.: DA49-B76
• Data Provider (Database): 国立国会図書館 : 国立国会図書館蔵書; https://ndlsearch.ndl.go.jp
• Bibliographic ID (NDL): 000010666551; http://id.ndl.go.jp/bib/000010666551
• OCLC No.: 300400293; https://www.worldcat.org/oclc/300400293
• Cataloging Rule: Anglo-American Cataloging Rules
• Bibliographic Record Category (NDL): 211

• Contents: Fast solution of the Gaussian copula model / Bjorn FlesakerAn empirical study of pricing and hedging collaterlized debt obligation (CDO) / Lijuan Cao ...