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Dynamic Copula Methods in Finance

About Dynamic Copula Methods in Finance

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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  • Language:
  • English
  • ISBN:
  • 9780470683071
  • Binding:
  • Hardback
  • Pages:
  • 288
  • Published:
  • October 27, 2011
  • Dimensions:
  • 177x250x23 mm.
  • Weight:
  • 648 g.
Delivery: 2-4 weeks
Expected delivery: December 20, 2024

Description of Dynamic Copula Methods in Finance

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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