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

Sergio Romano

Description

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.

Informations

• Publié par: karlsruher_institut_fur_technologie
• Publié le: 01 janvier 2009
• Nombre de lectures: 22
• Langue: English
• Poids de l'ouvrage: 1 Mo

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