Financial Modelling with Copula Functions
| Year of publication: |
2010
|
|---|---|
| Authors: | Nacaskul, Ph.D., Poomjai |
| Publisher: |
[S.l.] : SSRN |
| Subject: | Multivariate Verteilung | Multivariate distribution | Theorie | Theory | Portfolio-Management | Portfolio selection | Risikomaß | Risk measure |
| Description of contents: |
This set of lecture notes was developed from my ‘Copula Finance’ spring lectures for the Thammasat University’s Master in Finance International Program (MIF)
|
| Extent: | 1 Online-Ressource (90 p) |
|---|---|
| Type of publication: | Book / Working Paper |
| Language: | English |
| Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments December 17, 2010 erstellt |
| Other identifiers: | 10.2139/ssrn.1726313 [DOI] |
| Classification: | C00 - Mathematical and Quantitative Methods. General ; C14 - Semiparametric and Nonparametric Methods ; C19 - Econometric and Statistical Methods: General. Other |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014188150