Dynamic copula methods in finance /
"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...
Συγγραφή απο Οργανισμό/Αρχή: | Wiley InterScience (Online service) |
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Άλλοι συγγραφείς: | Cherubini, Umberto |
Μορφή: | Ηλ. βιβλίο |
Γλώσσα: | English |
Έκδοση: |
Hoboken, NJ :
Wiley,
2012.
|
Σειρά: | Wiley finance series.
|
Θέματα: | |
Διαθέσιμο Online: | Full Text via HEAL-Link |
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