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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| Other Authors: | |
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| Format: | Electronic eBook |
| Language: | English |
| Published: |
Hoboken, NJ :
Wiley,
2011.
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| Subjects: | |
| Online Access: |
Full text (MFA users only) |
| ISBN: | 9781119954514 1119954517 9781119954521 1119954525 |
| Local Note: | ProQuest Ebook Central |