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