Dynamic copulas for finance : an application to portfolio risk calculation
vorgelegt von Valentin Braun
| Year of publication: |
2010
|
|---|---|
| Authors: | Braun, Valentin |
| Subject: | Portfolio Selection | Risikoanalyse | Kopula <Mathematik> | Dynamische Analyse |
| Description of contents: | Table of Contents [digitool.hbz-nrw.de] ; Table of Contents [digitool.hbz-nrw.de] |
| Extent: | IX, 154 S. : graph. Darst. 210 mm x 148 mm, 262 g |
|---|---|
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Dissertation u.a. Prüfungsschriften |
| Language: | English |
| Thesis: | Frankfurt am Main, Univ., Diss., 2011 |
| Source: |
Persistent link: https://www.econbiz.de/10009346778