Dynamic Copula Methods in Finance
Fabio Gobbi, Sabrina (University of Bologna) Mulinacci, Silvia Romagnoli, Umberto (University of Bologna) Cherubini
John Wiley & Sons Inc, 2011
106,50 €On orderDelivery: 2-3 weeks
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.
- ISBN-13
- 9780470683071
- ISBN-10
- 0470683074
- Publisher
- John Wiley & Sons Inc
- Year
- 2011
- Publication date
- 2011-10-28
- Pages
- 288
- Dimensions
- 250x177x23
- Weight
- 648