Dynamic copula methods in finance
Umberto Cherubini ...
| Year of publication: |
2012
|
|---|---|
| Authors: | Cherubini, Umberto ; Gobbi, Fabio ; Mulinacci, Sabrina ; Romagnoli, Silvia |
| Publisher: |
Chichester, West Sussex : Wiley |
| Subject: | Finanzmathematik | Mathematical finance | Kopula <Mathematik> | Mathematisches Modell |
| Description of contents: | Table of Contents [gbv.de] ; Description [swbplus.bsz-bw.de] ; Description [catalogimages.wiley.com] |
| Extent: | X, 274 S. graph. Darst. |
|---|---|
| Series: | |
| Type of publication: | Book / Working Paper |
| Language: | English |
| Notes: | Literaturverz. S. [245] - 257 "This book will introduce readers to the use of copula functions to represent the dynamics of financial assets and risk factors, integrated temporal and cross-section applications"-- |
| ISBN: | 978-0-470-68307-1 ; 978-1-119-95451-4 ; 978-1-119-95452-1 ; 978-1-119-95453-8 |
| Classification: | Methoden und Techniken der Betriebswirtschaft |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://ebvufind01.dmz1.zbw.eu/10013490377