Copula methods in finance
Umberto Cherubini; Elisa Luciano; Walter Vecchiato
| Year of publication: |
2004
|
|---|---|
| Authors: | Cherubini, Umberto ; Luciano, Elisa ; Vecchiato, Walter |
| Publisher: |
Chichester : Wiley |
| Subject: | Finanzmathematik | Mathematical finance | Finanzmarkt | Financial market | Multivariate Verteilung | Multivariate distribution | Risikofaktor | Kopula <Mathematik> |
| Description of contents: | Table of Contents [external.dandelon.com] ; Description [zbmath.org] |
| Extent: | XVI, 293 S. graph. Darst. 25 cm |
|---|---|
| Series: | |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Bibliografie |
| Language: | English |
| Notes: | Literaturverz. S. [281] - 287 £60.00 : CIP entry (Dec.) |
| ISBN: | 0-470-86344-7 |
| Classification: | Methoden und Techniken der Volkswirtschaft ; Geld, Inflation, Kapitalmarkt ; Investition, Finanzierung |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001788052