Dynamic copula methods in finance /

The latest tools and techniques for pricing and risk managementThis 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 standar...

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Bibliographic Details
Call Number:Libro Electrónico
Other Authors: Cherubini, Umberto
Format: Electronic eBook
Language:Inglés
Published: Hoboken, NJ : Wiley, 2011.
Edition:2nd ed.
Series:Wiley finance series.
Subjects:
Finance > Mathematical models.
Mathematics.
Mathematics
Finances > Modèles mathématiques.
Mathématiques.
BUSINESS & ECONOMICS > Finance.
Finance > Mathematical models
Finances.
Models matemàtics.
Llibres electrònics.
dissertations.
Academic theses
Academic theses.
Thèses et écrits académiques.
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