Isbn: 9780415814850 - copulae and multivariate probability distributions in finance (2 Ergebnisse)

Gebunden. Zustand: New. Portfolio theory and much of asset pricing, as well as many empirical applications, depend on the use of multivariate probability distributions to describe asset returns. Traditionally, this has meant the multivariate normal (or Gaussian) distribution. M.

Buch. Zustand: Neu. Neuware - Providing a synthesis of the latest research in the area of copulae as applied to finance and related subjects such as insurance, this text describes the state of the art in tools required to deal with these observed features of financial data.