by UmbertoCherubini (Author), SabrinaMulinacci (Author), Fabio Gobbi (Author), SilviaRomagnoli (Author)
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.
Format: Hardcover
Pages: 288
Publisher: John Wiley & Sons
Published: 28 Oct 2011
ISBN 10: 0470683074
ISBN 13: 9780470683071