Modélisation de la volatilité stochastique des séries financières périodiquement corrélées

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dc.contributor.authorBenamara, Nadia
dc.date.accessioned2015-06-24T12:12:04Z
dc.date.available2015-06-24T12:12:04Z
dc.date.issued2011
dc.description117 p. : ill. ; 30 cm. (+ CD-Rom)fr_FR
dc.identifier.urihttp://hdl.handle.net/123456789/3146
dc.language.isofrfr_FR
dc.subjectVolatilité (finances)fr_FR
dc.subjectKalman, Filtrage defr_FR
dc.subjectSéries chronologiquesfr_FR
dc.subjectARCH, Modèlesfr_FR
dc.subjectMonte-Carlo, Méthode defr_FR
dc.subjectMarkov, Processus defr_FR
dc.titleModélisation de la volatilité stochastique des séries financières périodiquement corréléesfr_FR
dc.typeThesisfr_FR

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