Cherubini, Umberto (contributor) - 2012 - Online-Ausg.
dynamics. The second part of the book will show readers how to apply these methods to the evaluation of pricing of multivariate ….4 Copula Functions -- 1.5 Spatial and Temporal Dependence -- 1.6 Long-range Dependence -- 1.7 Multivariate GARCH Models -- 1 …-movements -- 2.3 Delta Hedging Multivariate Digital Products -- 2.4 Linear Correlation -- 2.5 Rank Correlation -- 2.6 Multivariate …