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Persistent link: https://www.econbiz.de/10011300967
This paper is dedicated to research of level of profitability and risk in Russian stock market in the period of world …
Persistent link: https://www.econbiz.de/10009366505
The paper aims at introducing copula-models' concepts and its application to solving such financials programs as risk … measurement, risk hedging, portfolio optimization, derivatives pricing and duration models evaluation. For the purpose the copula …
Persistent link: https://www.econbiz.de/10008679943
Persistent link: https://www.econbiz.de/10011374555