Fabio Gobbi's Books

Dynamic Copula Methods in Finance

By: Umberto Cherubini,Sabrina Mulinacci,Fabio Gobbi,Silvia Romagnoli

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Dynamic Copula Methods in Finance

By: Umberto Cherubini,Sabrina Mulinacci,Fabio Gobbi,Silvia Romagnoli

The latest tools and techniques for pricing and risk management This book introduces readers to the use of copula functions to represent the dynamics of financial assets and risk factors, integrated temporal and cross-section applications. The first part of the book will briefly introduce the standard the theory of copula functions, before examining the link between copulas and Markov processes. It will then introduce new techniques to design Markov processes that are suited to represent the dynamics of market risk factors and their co-movement, providing techniques to both estimate and simulate such dynamics. The second part of the book will show readers how to apply these methods to the evaluation of pricing of multivariate derivative contracts in the equity and credit markets. It will then move on to explore the applications of joint temporal and cross-section aggregation to the problem of risk integration.

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Page Count

287

Publisher

John Wiley & Sons

Published Date

ISBN 10

0470683074

ISBN 13

9780470683071

Convolution Copula Econometrics

By: Umberto Cherubini,Fabio Gobbi,Sabrina Mulinacci

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Convolution Copula Econometrics

By: Umberto Cherubini,Fabio Gobbi,Sabrina Mulinacci

This book presents a novel approach to time series econometrics, which studies the behavior of nonlinear stochastic processes. This approach allows for an arbitrary dependence structure in the increments and provides a generalization with respect to the standard linear independent increments assumption of classical time series models. The book offers a solution to the problem of a general semiparametric approach, which is given by a concept called C-convolution (convolution of dependent variables), and the corresponding theory of convolution-based copulas. Intended for econometrics and statistics scholars with a special interest in time series analysis and copula functions (or other nonparametric approaches), the book is also useful for doctoral students with a basic knowledge of copula functions wanting to learn about the latest research developments in the field.

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Springer

Published Date

ISBN 10

3319480154

ISBN 13

9783319480152

Banks, Firms, and Jobs

By: Fabio Berton,Sauro Mocetti,Andrea Presbitero,Matteo Richiardi

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Banks, Firms, and Jobs

By: Fabio Berton,Sauro Mocetti,Andrea Presbitero,Matteo Richiardi

We analyze the employment effects of financial shocks using a rich data set of job contracts, matched with the universe of firms and their lending banks in one Italian region. To isolate the effect of the financial shock we construct a firm-specific time-varying measure of credit supply. The contraction in credit supply explains one fourth of the reduction in employment. This result is concentrated in more levered and less productive firms. Also, the relatively less educated and less skilled workers with temporary contracts are the most affected. Our results are consistent with the cleansing role of financial shocks.

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Publisher

International Monetary Fund

Published Date

ISBN 10

1475579012

ISBN 13

9781475579017

Sweet, Reinforced and Fortified Wines

Grape Biochemistry, Technology and Vinification

By: Fabio Mencarelli,Pietro Tonutti

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Sweet, Reinforced and Fortified Wines

Grape Biochemistry, Technology and Vinification

By: Fabio Mencarelli,Pietro Tonutti

Wines from Grape Dehydration is the first of its kind in the field of grape dehydration - the controlled drying process which produces a special group of wines. These types of wine are the most ancient, made in the Mediterranean basin, and are even described in Herodotus. Until few years ago, it was thought that these wines – such as Pedro Ximenez, Tokai, Passito, and Vin Santo – were the result of simple grape drying, because the grapes were left in the sun, or inside greenhouses that had no controls over temperature, relative humidity or ventilation. But Amarone wine, one of the most prized wines in the world, is the first wine in which the drying is a controlled process. This controlled process – grape dehydration – changes the grape at the biochemical level, and involves specialist vine management, postharvest technology and production processes, which are different from the typical wine-making procedure. After a history of grape dehydration, the book is then divided into two sections; scientific and technical. The scientific section approaches the subjects of vineyard management and dehydration technology and how they affect the biochemistry and the quality compounds of grape; as well as vinification practices to preserve primary volatiles compounds and colour of grape. The technical section is devoted to four main classes of wine: Amarone, Passito, Pedro Ximenez, and Tokai. The book then covers sweet wines not made by grape dehydration, and the analytical/sensorial characteristics of the wines. A concluding final chapter addresses the market for these special wines. This book is intended for wineries and wine makers, wine operators, postharvest specialists, vineyard managers/growers, enology/wine students, agriculture/viticulture faculties and course leaders and food processing scientists

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Page Count

403

Publisher

John Wiley & Sons

Published Date

ISBN 10

1118569210

ISBN 13

9781118569214

Fear of Death,

By: Fabio Osaben

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Fear of Death,

By: Fabio Osaben

1. In recounting these escapades, both as a young boy in my native Trieste and later in the United States and while traveling over half this world, I became aware of the place love has in the ever present cycle of life and death, that one never looks at, and, how religion, control, fear, pleasure and joy contribute to this understanding. 2. Do you remember being here before? Have you been here all along but you don't remember. How to remember, or better, what is the quality of the mind that asks this question? 3. I live in New York, studied aerospace technology and voice, was a member of the Met Studio, sang opera and concerts, off-Broadway and later concentrated on night clubs. I traveled extensively throughout the world, was a director on the largest cruise companies in the world, hotels and various resorts. I enjoy life, value my relationships and my three sons all involved in the arts.

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Page Count

223

Publisher

Trafford Publishing

Published Date

ISBN 10

1490715177

ISBN 13

9781490715179

Dynamic Copula Methods in Finance

By: Umberto Cherubini,Sabrina Mulinacci,Fabio Gobbi,Silvia Romagnoli

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Dynamic Copula Methods in Finance

By: Umberto Cherubini,Sabrina Mulinacci,Fabio Gobbi,Silvia Romagnoli

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Page Count

287

Publisher

John Wiley & Sons

Published Date

ISBN 10

0470683074

ISBN 13

9780470683071

Convolution Copula Econometrics

By: Umberto Cherubini,Fabio Gobbi,Sabrina Mulinacci

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Convolution Copula Econometrics

By: Umberto Cherubini,Fabio Gobbi,Sabrina Mulinacci

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Springer

Published Date

ISBN 10

3319480154

ISBN 13

9783319480152

Book's by Fabio Gobbi

Dynamic Copula Methods in Finance

Dynamic Copula Methods in Finance

Convolution Copula Econometrics

Convolution Copula Econometrics

Banks, Firms, and Jobs

Banks, Firms, and Jobs

Sweet, Reinforced and Fortified Wines

Sweet, Reinforced and Fortified Wines

Fear of Death,

Fear of Death,

Dynamic Copula Methods in Finance

Dynamic Copula Methods in Finance

Convolution Copula Econometrics

Convolution Copula Econometrics

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