Dynamic Copula Methods in Finance
Book Details
Format
Hardback or Cased Book
Book Series
The Wiley Finance Series
ISBN-10
0470683074
ISBN-13
9780470683071
Publisher
John Wiley & Sons Inc
Imprint
John Wiley & Sons Inc
Country of Manufacture
GB
Country of Publication
GB
Publication Date
Oct 28th, 2011
Print length
288 Pages
Weight
648 grams
Dimensions
25.00 x 17.70 x 2.30 cms
Product Classification:
FinanceProbability & statistics
Ksh 12,950.00
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The latest tools and techniques for pricing and risk management This book introduces readers to the use of copula functions to represent the dynamics of financial assets and risk factors, integrated temporal and cross-section applications.
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