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...

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Bibliographic Details
Corporate Author: Wiley InterScience (Online service)
Other Authors: Cherubini, Umberto
Format: eBook
Language:English
Published: Hoboken, NJ : Wiley, 2012.
Series:Wiley finance series.
Subjects:
Online Access:Full Text via HEAL-Link