Copulae and multivariate probability distributions in finance
Éditeur :
Taylor & Francis Ltd
ISBN :
9781138377677
Date de publication :
23 août 2018
Dimensions :
24,6 x 18,9 cm
Poids :
380 g
Langue :
Anglais
Pays d'origine :
Grande Bretagne
This book provides a synthesis of the latest research in the area of copulae as applied to finance and related subjects such as insurance. It describes the state of the art in the tools required to deal with these observed features of financial data. This book was originally published as a special issue of the European Journal of Finance.