Factor Models in Finance [Elektronische Ressource] / Sergio Focardi. Betreuer: S. Rachev

125

pages

English

Documents

2009

Écrit par
Sergio Romano

Publié par
karlsruher_institut_fur_technologie

Lire

Le téléchargement nécessite un accès à la bibliothèque YouScribe Tout savoir sur nos offres

125

pages

English

Ebook

2009

Lire

Le téléchargement nécessite un accès à la bibliothèque YouScribe Tout savoir sur nos offres

Publié par

karlsruher_institut_fur_technologie

Publié le

01 janvier 2009

Nombre de lectures

Langue

English

Poids de l'ouvrage

1 Mo

Factor Models in FinanceZur Erlangung des akademischen Grades eines Doktors derWirtschaftswissenschaften(Dr. rer. pol.)von der Fakultät für Wirtschaftswissenschaften der Universität Fridericiana zu KarlsruheGenehmigteDISSERTATIONvonIng Sergio FocardiTag der mündlichen Prüfung: 26 June 2009Referent: Prof. Dr. S.T. RachevKoreferent: Prof. Dr. Andreas Geyer-SchulzKarlsruhe (2009)AcknowledgmentsI want to thank my Supervisor, Prof. Dr. Svetlozar T. Rachev, for his continuous supportand for sharing his insights with me. I consider it a great privilege to have had the opportunity tostudy under the guidance of one of the world’s leading authorities in mathem atical finance andfinancial econometrics.I also take this occasion to renew my thanks to Prof Rachev for having previ ously offeredme the opportunity to collaborate in the writing ofFinanc theial Ebookconom etrics: From Basics to Advanced Modeling Techniques . Collaborating with Prof Rachev was both a pleas ure and achallenge.I also want to thank Prof. Andre Dr.a s Geyer-Schulz for the rigor with which he reviewedmy Dissertation and for the many important suggestions he kindly made.Finally, I want to thank Prof. Dr. Frank Fabozzi for providing many val uable feedbacksduring the course of this work.2eehcbExtended AbstractI will succinctly state the problems that motivate this dissertation and outline the keyfindings.

Voir