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Author:   Filippo Petroni
Publisher:   Nova Science Publishers Inc
Imprint:   Nova Science Publishers Inc
Dimensions:   Width: 18.00cm , Height: 1.90cm , Length: 26.00cm
Weight:   0.636kg
ISBN:  

9781628087512

ISBN 10:   162808751
Pages:   214
Publication Date:   19 October 2013
Audience:   Professional and scholarly ,  Professional & Vocational
Format:   Hardback
Publisher's Status:   Active
Availability:   In Print  
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Table of Contents

Preface; Dynamics of Mean Reversion after Extreme Stock Returns in the Past 125 Years; Recent Changes in the Structure of Correlations between CEE & Global Stock Markets; Modeling & Pricing of Covariance & Correlation Swaps for Financial Markets with Semi-Markov Volatilities; Mean Annual Number of Motorcar Accidents: A Renewal Approach; Threshold Model for Triggered Avalanches on Networks; International Dependence Structure: Evidence from Asia amid the US Mortgage Crisis; Diversification Measures for Portfolio Selection; Optimal Fiscal Policy in a Simple Macroeconomic Context; Semi-Markov Models in High Frequency Finance: A Review; Multiagent's Model of Stock Market with p-Adic Description of Prices; A Non-Homogeneous Semi-Markov Approach to Financial Choices; Index.

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