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...
Cote: | Libro Electrónico |
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Autres auteurs: | |
Format: | Électronique eBook |
Langue: | Inglés |
Publié: |
Hoboken, NJ :
Wiley,
2011.
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Édition: | 2nd ed. |
Collection: | Wiley finance series.
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Sujets: | |
Accès en ligne: | Texto completo |