Copulae and Multivariate Probability Distributions in Finance |
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| Editor:
| Dias, Alexandra
Salmon, Mark
Adcock, Chris |
| ISBN: | 978-1-317-97690-5 |
| Publication Date: | Aug 2013 |
| Publisher: | Taylor & Francis Group
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| Imprint: | Routledge |
| Book Format: | Digital (delivered electronically) |
| List Price: | USD $56.95USD $640.00USD $640.00 |
Book Description:
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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.
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.