Titlebook: Advanced Modelling in Mathematical Finance; In Honour of Ernst E Jan Kallsen,Antonis Papapantoleon Conference proceedings 2016 Springer Int

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https://doi.org/10.1007/978-3-319-71114-0il dependence coefficients. Our main result states that the generalized hyperbolic copula can only attain the two extremal values 0 or 1 for the latter, that is, it is either tail independent or completely dependent. We provide necessary conditions for each case to occur as well as a simpler criteri

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Conference proceedings 2016o 22 May 2015 in Kiel, Germany. It includes contributions by several invited speakers at the workshop, including several of Ernst Eberlein’s long-standing collaborators and former students..Advanced mathematical techniques play an ever-increasing role in modern quantitative finance. Written by leadi

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Conference proceedings 2016, on term-structure modelling, and on statistical aspects of financial modelling. It is aimed at graduate students and researchers interested in mathematical finance, as well as practitioners wishing to learn about the latest developments..

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Conclusion: Challenging the Narrative concept of . between two commodity markets through quantities accounting for fundamental financial economic indicators, our conclusion is negative, illuminating the importance of transportation costs yet in the case of natural gas.

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The Mortuary Component and Human Remains,rease in firms’ default risks, in particular for those firms heavily relying on short-term collateralized borrowing. Moreover, our results imply that reducing margin in liquidity crises can be very effective to restore market lending confidence.