Granularity Theory with Applications to Finance and Insurance Themes in Modern Econometrics Series
Auteurs : Gagliardini Patrick, Gouriéroux Christian
Christian Gouriéroux is director of the Laboratory of Finance and Insurance at the Center for Research in Economics and Statistics (CREST) in Paris and professor at the University of Toronto. He has published numerous papers on both theoretical and applied econometrics, with a special emphasis on credit, finance, insurance, and systemic risk. He is the coauthor of Statistics and Econometric Models and Time Series and Dynamic Models, both published by Cambridge University Press, and of Financial Econometrics and Econometrics of Individual Risks. He has also received the Tjalling C. Koopmans Econometric Theory Prize. Gouriéroux was scientific adviser for credit scoring and implementation of Basel regulation at BNP Paribas. He is a member of the scientific committees of the French Financial Market Authority and the Prudential Supervision and Resolution Authority.
Date de parution : 10-2014
Ouvrage de 202 p.
15.3x22.8 cm
Disponible chez l'éditeur (délai d'approvisionnement : 14 jours).
Prix indicatif 32,69 €
Ajouter au panierDate de parution : 10-2014
Ouvrage de 202 p.
15.7x23.5 cm
Disponible chez l'éditeur (délai d'approvisionnement : 14 jours).
Prix indicatif 85,89 €
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