||From the Inside Flap|Dynamic Copula Methods in Finance|“Copulas address a central problem in financial modeling, namely how to describe the statistics of events which are related to two or more other events of interest. This important book provides
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. The first part of the book will briefly introduce the standard the theory of copula functions, before examining the link between copulas and Markov processes. It will then introduce new techniques to design Markov pr...
[PDF.cm28] Dynamic Copula Methods in Finance (The Wiley Finance Series) Rating: 3.80 (787 Votes)
You easily download any file type for your gadget.Dynamic Copula Methods in Finance (The Wiley Finance Series) | Umberto Cherubini, Sabrina Mulinacci, Fabio Gobbi, Silvia Romagnoli. A good, fresh read, highly recommended.
