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
Other Authors: Cherubini, Umberto
Format: Book
Language:English
Published: Hoboken, NJ : Wiley, 2011
Edition:2nd ed
Series:Wiley finance series
Subjects:

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Columbia University

Holdings details from Columbia University
Call Number: EBOOKS