Check nearby libraries
Buy this book
"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 processes that are suited to represent the dynamics of market risk factors and their co-movement, providing techniques to both estimate and simulate such dynamics. The second part of the book will show readers how to apply these methods to the evaluation of pricing of multivariate derivative contracts in the equity and credit markets. It will then move on to explore the applications of joint temporal and cross-section aggregation to the problem of risk integration."--
"This book will introduce readers to the use of copula functions to represent the dynamics of financial assets and risk factors, integrated temporal and cross-section applications"--
Check nearby libraries
Buy this book
Previews available in: English
Edition | Availability |
---|---|
1
Dynamic Copula Methods in Finance
2012, Wiley & Sons, Limited, John
in English
111846740X 9781118467404
|
zzzz
|
2
Dynamic Copula Methods in Finance
2011, Wiley & Sons, Incorporated, John
in English
128329530X 9781283295307
|
zzzz
|
3
Dynamic Copula Methods in Finance
2011, Wiley & Sons, Incorporated, John
in English
1119954525 9781119954521
|
aaaa
|
4
Dynamic Copula Methods in Finance
2011, Wiley & Sons, Limited, John
in English
1119954533 9781119954538
|
zzzz
|
5 |
zzzz
|
6
Dynamic Copula Methods in Finance
2011, Wiley & Sons, Incorporated, John
in English
1119954517 9781119954514
|
zzzz
|
Book Details
Classifications
Edition Identifiers
Work Identifiers
Community Reviews (0)
History
- Created August 22, 2020
- 1 revision
Wikipedia citation
×CloseCopy and paste this code into your Wikipedia page. Need help?
August 22, 2020 | Created by ImportBot | Imported from Better World Books record |