5660245

9781904339458

Copulas: From Theory to Application in Finance

Copulas: From Theory to Application in Finance

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  • ISBN-13: 9781904339458
  • ISBN: 190433945X
  • Publication Date: 2006
  • Publisher: Risk Books

AUTHOR

Rank, Jö

SUMMARY

With the use of copulas becoming increasingly important in finance, Copulas provides a varied perspective of their usage within the field of financial risk management and derivative pricing.Rank, Jö is the author of 'Copulas: From Theory to Application in Finance', published 2006 under ISBN 9781904339458 and ISBN 190433945X.

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